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

DOI10.1080/07474939108800204zbMATH Open0737.62096OpenAlexW2094419294MaRDI QIDQ3974560FDOQ3974560

Authors: 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

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zbMATH Keywords

asymptotic normalitygeneralized method of moments estimatorsconsistencyM-estimatorsmaximum likelihood estimatorscentral limit theoremsfading memorydependence structuremixing processesuniform laws of large numbersapproximation conceptsdynamic nonlinear econometric modelsleast mean distance estimators

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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