Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts

asymptotic normality generalized method of moments estimators consistency M-estimators maximum likelihood estimators central limit theorems fading memory dependence structure mixing processes uniform laws of large numbers approximation concepts dynamic nonlinear econometric models least mean distance estimators

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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