Nonlinear Models

by Herman J. Bierens (Editor), A. R. Gallant (Editor)

Overview

The papers collected in the two volumes Nonlinear Models focus on the asymptotic theory of parameter estimators of nonlinear single equation models and systems of nonlinear models, in particular weak and strong consistency, asymptotic normality, and parameter inference, for cross-sections as well as for time series. A selection of papers on testing for, and estimation and inference under, model misspecification is also included. The models under review are parametric, hence their functional form is assured to be known up to a vector of unknown parameters, and the functional form involved is nonlinear in at least one of the parameters.

The selection of earlier articles on nonlinear parametric models is extensive and, although they are not all equally influential, each has played a significant part in the development of the field. The more recent articles have been selected on the basis of their potential importance for the further development of this sphere of study.

Product Details

ISBN-13:	9781858983820
Publisher:	Edward Elgar Publishing
Publication date:	05/06/1997
Series:	The International Library of Critical Writings in Econometrics series , #8
Pages:	1016
Product dimensions:	6.62(w) x 9.62(h) x (d)

About the Author

Edited by Herman J. Bierens, Robert H. and Nancy Dedman Trustee Professor of Economics, Southern Methodist University, US and Professor of Econometrics, Tilburg University, The Netherlands and A. Ronald Gallant, Professor of Economics and Liberal Arts Research Professor, The Pennsylvania State University, US

Table of Contents

Contents: Volume I: Part I: Single Equation Nonlinear Cross-Section Regression Models Part II: Nonlinear Dynamic Models and Heterogeneity • Volume II: Part I: Model Misspecification: Estimation and Detection Part II: Systems of Nonlinear Equations, and Implicit Models Index

Editorial Reviews

' These volumes can be recommended to researchers interested in either the past, present or future of this topic.'
- Alastair Hall, The Economic Journal

From the Publisher

' These volumes can be recommended to researchers interested in either the past, present or future of this topic.'

Alastair Hall

Thirty papers reprinted (in facsimile) in two volumes focus on the asymptotic theory of parameter estimators of nonlinear single equation models and systems of nonlinear models, in particular weak and strong consistency, asymptotic normality, and parameter inference, for cross- sections as well as for time series. Also included is a selection of papers on testing for, and estimation and inference under, model misspecification. All relevant papers up to the mid-1980s are included; those published subsequently were subject to selection on the basis of their potential importance for further developments in the field. Annotation c. by Book News, Inc., Portland, Or.

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