Conditional moment estimation of nonlinear equation systems

MaRDI QIDQ1587502zbMATH OpenFDO

Authors Joachim Inkmann

Publication date 30 November 2000

Published in Lecture Notes in Economics and Mathematical Systems (Search for Journal in Brave)

zbMATH Keywords

GMM estimationnonlinear equation systemscooperative R \& D

Mathematics Subject Classification ID

Linear inference, regression (62J99) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Recommendations

• Parameter estimation in systems of nonlinear equations
• On the Approximation of Moments for Nonlinear Systems
• Condition numbers for the nonlinear matrix equation and their statistical estimation
• Statistical Condition Estimation for Linear Systems
• Nonparametric inference based on conditional moment inequalities
• Conditional least squares estimation in nonstationary nonlinear stochastic regression models
• Conditional moments and linear regression for stable random variables
• Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems

Cited in

(3)

• scientific article; zbMATH DE number 2188315 (Why is no real title available?)
• Comparison of GMM with second-order least squares estimation in nonlinear models
• GMM, maximum likelihood, and nonparametric efficiency

This page was built for publication: Conditional moment estimation of nonlinear equation systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1587502)