Nonlinear Regression with Dependent Observations

DOI10.2307/1911465zbMath0533.62055OpenAlexW1970465574MaRDI QIDQ3316405

Ian Domowitz, Halbert White

Publication date: 1984

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/539cbedf073342ef85ada49657f461d0c3e84534

zbMATH Keywords

consistencyasymptotic normalitycentral limit theoremdependent observationsnonlinear least squares estimatorsinformation matrix testing principleextensions of the law of large numbersnew covariance matrix estimatornew tests for model misspecificationrandom processes with mixing conditions

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Stationary stochastic processes (60G10) General nonlinear regression (62J02)

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