scientific article; zbMATH DE number 3988509

MaRDI QIDQ3750826zbMATH OpenFDO

Authors A. Ronald Gallant

Publication date 1987

zbMATH Keywords

Algorithmsasymptotic theorycharacterization of least squares estimatorsdynamic nonlinear modelsheteroscedastic errorsLeast mean distance estimatorsMethod of moments estimatorsMultivariate nonlinear regressionNonlinear simultaneous equations modelsSASserially correlated errorstesting nonlinear specificationsworked out examples

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to statistics (62-02) General nonlinear regression (62J02) Applications of statistics to economics (62P20)

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Uses Software

• SAS

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