Nonlinear Econometric Models with Deterministically Trending Variables

DOI10.2307/2298032zbMath0836.62106MaRDI QIDQ4860679

C. John McDermott, Donald W. K. Andrews

Publication date: 13 February 1996

Published in: The Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: https://cowles.yale.edu/sites/default/files/files/pub/d10/d1053.pdf

zbMATH Keywords

nonlinear models; asymptotic approximations; generalized method of moments estimators; asymptotic covariance matrices; deterministically trending variables; non-trending variables

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62E20: Asymptotic distribution theory in statistics

62J02: General nonlinear regression

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