Basic structure of the asymptotic theory in dynamic nonlinear econometric models (Q3989294)
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scientific article; zbMATH DE number 34391
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| English | Basic structure of the asymptotic theory in dynamic nonlinear econometric models |
scientific article; zbMATH DE number 34391 |
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Basic structure of the asymptotic theory in dynamic nonlinear econometric models (English)
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28 June 1992
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dynamic nonlinear econometric models
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central limit theorems
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variance covariance matrix estimators
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mixing processes
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survey
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asymptotic distributions of \(M\)-estimators
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Taylor series expansion
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score vector
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asymptotic normality
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nonlinear economic models
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least mean distance estimators
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0.8979288935661316
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0.8488694429397583
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0.8488694429397583
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