Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts (Q3974560): Difference between revisions

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Latest revision as of 09:48, 15 May 2024

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Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts
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    Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts (English)
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    25 June 1992
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    consistency
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    asymptotic normality
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    M-estimators
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    maximum likelihood estimators
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    generalized method of moments estimators
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    uniform laws of large numbers
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    central limit theorems
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    dynamic nonlinear econometric models
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    fading memory
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    dependence structure
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    least mean distance estimators
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    approximation concepts
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    mixing processes
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