Nonlinear Regression on Cross-Section Data
From MaRDI portal
Publication:3884997
DOI10.2307/1913132zbMath0442.62050MaRDI QIDQ3884997
Publication date: 1980
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/89f908986e6b045b5d557c240691af1374125394
consistency; asymptotic normality; model misspecification; testing hypotheses; cross-section data; nonlinear weighted least squares estimators
62J02: General nonlinear regression
Related Items
ESTIMATION OF COEFFICIENTS OF TIME SERIES REGRESSION WITH A NONSTATIONARY ERROR PROCESS, SOME ASYMPTOTIC PROPERTIES OF THE LEAST SQUARES ESTIMATORS OF A POLYNOMIAL REGRESSION WITH A HETEROSKEDASTIC ERROR, On the formulation of uniform laws of large numbers: a truncation approach, Properties of the QME under asymmetrically distributed disturbances, Consistent model specification tests, Factor and ideal point analysis for interpersonally incomparable data, Multi-step estimation and forecasting in dynamic models, A general approach to Lagrange multiplier model diagnostics, Least absolute error estimation in the presence of serial correlation, Consistent estimation for some nonlinear errors-in-variables models, A semiparametric regression estimator under left truncation and right censoring, Misspecified models with dependent observations, Multivariate regression models for panel data, Tests for model specification in the presence of alternative hypotheses, Least absolute deviations estimation for the censored regression model, Some aspects of testing non-nested hypotheses, A pseudo-\(R^ 2\) measure for limited and qualitative dependent variable models, Testing for conditional heteroskedasticity with misspecified alternative hypotheses, Uniform laws of large numbers and stochastic Lipschitz-continuity, Effective federal individual income tax functions: A specification search, On robustness of maximum likelihood estimates for Poisson-lognormal models., Estimation and testing in time-series regression models with heteroscedastic disturbances, Asymptotic properties of a particular nonlinear regression quantile estimation., Least trimmed squares in nonlinear regression under dependence, Statistical Fitting and validation of nonlinear simulation metamodels: a case study, Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts
