On the asymptotic normality of Fourier flexible form estimates

DOI10.1016/0304-4076(91)90024-8zbMath0792.62102OpenAlexW2093003906MaRDI QIDQ1185206

A. Ronald Gallant, Geraldo Souza

Publication date: 28 June 1992

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: http://www.lib.ncsu.edu/resolver/1840.4/8387

zbMATH Keywords

asymptotic normalityminimum eigenvaluelocation parametermultivariate regressionasymptotically normal elasticity estimatescross-product matrixFourier factor demand systemsample sum of squaresuniform strong law

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Consumer behavior, demand theory (91B42)

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