Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts
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Publication:3974560
DOI10.1080/07474939108800204zbMath0737.62096OpenAlexW2094419294MaRDI QIDQ3974560
Benedikt M. Pötscher, Ingmar R. Prucha
Publication date: 25 June 1992
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474939108800204
consistencyasymptotic normalityM-estimatorscentral limit theoremsfading memorymaximum likelihood estimatorsdependence structuremixing processesgeneralized method of moments estimatorsuniform laws of large numbersapproximation conceptsdynamic nonlinear econometric modelsleast mean distance estimators
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