Topics in Advanced Econometrics (Q4301141)

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scientific article; zbMATH DE number 605668
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Topics in Advanced Econometrics
scientific article; zbMATH DE number 605668

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    Topics in Advanced Econometrics (English)
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    13 July 1994
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    examples
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    strong and weak laws of large numbers
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    nonlinear regression models
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    maximum likelihood theory
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    asymptotic normality
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    nonlinear least squares estimators
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    weak and strong consistency
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    nonrobustness
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    tests of model misspecification
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    time series models
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    ARMA
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    ARMAX
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    estimation
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    testing
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    unit root theory
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    cointegration
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    nonparametric kernel regression functions
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    nonparametric time series regression
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    Identifiers

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