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Dynamic Nonlinear Econometric Models - 13 Angebote vergleichen
Preise | 2018 | 2019 | 2022 |
---|---|---|---|
Schnitt | Fr. 0.00 (€ 0.00)¹ | Fr. 145.23 (€ 148.82)¹ | Fr. 156.62 (€ 160.49)¹ |
Nachfrage |
Dynamic Nonlinear Econometric Models: Asymptotic Theory
ISBN: 9783642083099 bzw. 3642083099, in Deutsch, Springer, Taschenbuch, neu.
Paperback. 312 pages. Dimensions: 9.1in. x 6.1in. x 0.8in.Many relationships in economics, and also in other fields, are both dynamic and nonlinear. A major advance in econometrics over the last fifteen years has been the development of a theory of estimation and inference for dy namic nonlinear models. This advance was accompanied by improvements in computer technology that facilitate the practical implementation of such estimation methods. In two articles in Econometric Reviews, i. e. , Ptscher and Prucha 1991a, b), we provided -an expository discussion of the basic structure of the asymptotic theory of M-estimators in dynamic nonlinear models and a review of the literature up to the beginning of this decade. Among others, the class of M-estimators contains least mean distance estimators (includ ing maximum likelihood estimators) and generalized method of moment estimators. The present book expands and revises the discussion in those articles. It is geared towards the professional econometrician or statistician. Besides reviewing the literature we also presented in the above men tioned articles a number of then new results. One example is a consis tency result for the case where the identifiable uniqueness condition fails. This item ships from multiple locations. Your book may arrive from Roseburg,OR, La Vergne,TN.
Dynamic Nonlinear Econometric Models
ISBN: 9783642083099 bzw. 3642083099, in Deutsch, Springer, Berlin, Taschenbuch, neu.
buecher.de GmbH & Co. KG, [1].
Many relationships in economics, and also in other fields, are both dynamic and nonlinear. A major advance in econometrics over the last fifteen years has been the development of a theory of estimation and inference for dy namic nonlinear models. This advance was accompanied by improvements in computer technology that facilitate the practical implementation of such estimation methods. In two articles in Econometric Reviews, i.e., Pötscher and Prucha 1991a,b), we provided -an expository discussion of the basic structure of the asymptotic theory of M-estimators in dynamic nonlinear models and a review of the literature up to the beginning of this decade. Among others, the class of M-estimators contains least mean distance estimators (includ ing maximum likelihood estimators) and generalized method of moment estimators. The present book expands and revises the discussion in those articles. It is geared towards the professional econometrician or statistician. Besides reviewing the literature we also presented in the above men tioned articles a number of then new results. One example is a consis tency result for the case where the identifiable uniqueness condition fails.2010. xi, 312 S. XI, 312 p. 235 mmVersandfertig in 3-5 Tagen, Softcover.
Dynamic Nonlinear Econometric Models
ISBN: 9783642083099 bzw. 3642083099, vermutlich in Englisch, Springer Nature, Taschenbuch, neu.
Many relationships in economics, and also in other fields, are both dynamic and nonlinear. A major advance in econometrics over the last fifteen years has been the development of a theory of estimation and inference for dy namic nonlinear models. This advance was accompanied by improvements in computer technology that facilitate the practical implementation of such estimation methods. In two articles in Econometric Reviews, i.e., Pötscher and Prucha {1991a,b), we provided -an expository discussion of the basic structure of the asymptotic theory of M-estimators in dynamic nonlinear models and a review of the literature up to the beginning of this decade. Among others, the class of M-estimators contains least mean distance estimators (includ ing maximum likelihood estimators) and generalized method of moment estimators. The present book expands and revises the discussion in those articles. It is geared towards the professional econometrician or statistician. Besides reviewing the literature we also presented in the above men tioned articles a number of then new results. One example is a consis tency result for the case where the identifiable uniqueness condition fails. Soft cover.
Dynamic Nonlinear Econometric Models: Asymptotic Theory (2015)
ISBN: 9783642083099 bzw. 3642083099, in Deutsch, SPRINGER VERLAG GMBH 01/05/2015, Taschenbuch, neu.
New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. This item is printed on demand.
Dynamic Nonlinear Econometric Models
ISBN: 9783662034866 bzw. 3662034867, vermutlich in Englisch, Springer Shop, neu, E-Book, elektronischer Download.
Many relationships in economics, and also in other fields, are both dynamic and nonlinear. A major advance in econometrics over the last fifteen years has been the development of a theory of estimation and inference for dy namic nonlinear models. This advance was accompanied by improvements in computer technology that facilitate the practical implementation of such estimation methods. In two articles in Econometric Reviews, i.e., Pötscher and Prucha {1991a,b), we provided -an expository discussion of the basic structure of the asymptotic theory of M-estimators in dynamic nonlinear models and a review of the literature up to the beginning of this decade. Among others, the class of M-estimators contains least mean distance estimators (includ ing maximum likelihood estimators) and generalized method of moment estimators. The present book expands and revises the discussion in those articles. It is geared towards the professional econometrician or statistician. Besides reviewing the literature we also presented in the above men tioned articles a number of then new results. One example is a consis tency result for the case where the identifiable uniqueness condition fails. eBook.
Dynamic Nonlinear Econometric Models: Asymptotic Theory (2013)
ISBN: 9783662034866 bzw. 3662034867, in Englisch, 312 Seiten, 1997. Ausgabe, Springer, neu, E-Book, elektronischer Download.
Many relationships in economics, and also in other fields, are both dynamic and nonlinear. A major advance in econometrics over the last fifteen years has been the development of a theory of estimation and inference for dy namic nonlinear models. This advance was accompanied by improvements in computer technology that facilitate the practical implementation of such estimation methods. In two articles in Econometric Reviews, i.e., Pötscher and Prucha {1991a,b), we provided -an expository discussion of the basic structure of the asymptotic theory of M-estimators in dynamic nonlinear models and a review of the literature up to the beginning of this decade. Among others, the class of M-estimators contains least mean distance estimators (includ ing maximum likelihood estimators) and generalized method of moment estimators. The present book expands and revises the discussion in those articles. It is geared towards the professional econometrician or statistician. Besides reviewing the literature we also presented in the above men tioned articles a number of then new results. One example is a consis tency result for the case where the identifiable uniqueness condition fails. Kindle Edition, Ausgabe: 1997, Format: Kindle eBook, Label: Springer, Springer, Produktgruppe: eBooks, Publiziert: 2013-03-09, Freigegeben: 2013-03-09, Studio: Springer.
Dynamic Nonlinear Econometric Models - Asymptotic Theory
ISBN: 9783662034866 bzw. 3662034867, vermutlich in Englisch, Springer Berlin Heidelberg, neu, E-Book, elektronischer Download.
Dynamic Nonlinear Econometric Models: Many relationships in economics, and also in other fields, are both dynamic and nonlinear. A major advance in econometrics over the last fifteen years has been the development of a theory of estimation and inference for dy- namic nonlinear models. This advance was accompanied by improvements in computer technology that facilitate the practical implementation of such estimation methods. In two articles in Econometric Reviews, i.e., Potscher and Prucha {1991a,b), we provided -an expository discussion of the basic structure of the asymptotic theory of M-estimators in dynamic nonlinear models and a review of the literature up to the beginning of this decade. Among others, the class of M-estimators contains least mean distance estimators (includ- ing maximum likelihood estimators) and generalized method of moment estimators. The present book expands and revises the discussion in those articles. It is geared towards the professional econometrician or statistician. Besides reviewing the literature we also presented in the above men- tioned articles a number of then new results. One example is a consis- tency result for the case where the identifiable uniqueness condition fails. Englisch, Ebook.
Dynamic Nonlinear Econometric Models
ISBN: 9783662034866 bzw. 3662034867, vermutlich in Deutsch, Taschenbuch, neu.