Basic structure of the asymptotic theory in dynamic nonlinear econometric models
From MaRDI portal
Publication:3989294
Recommendations
- scientific article; zbMATH DE number 1324089
- scientific article; zbMATH DE number 1898277
- Asymptotics of some estimators and sequential residual empiricals in nonlinear time series
- Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts
- Asymptotics for Semiparametric Econometric Models Via Stochastic Equicontinuity
Cites work
- scientific article; zbMATH DE number 3854249 (Why is no real title available?)
- scientific article; zbMATH DE number 3948168 (Why is no real title available?)
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- scientific article; zbMATH DE number 193126 (Why is no real title available?)
- scientific article; zbMATH DE number 3009965 (Why is no real title available?)
- scientific article; zbMATH DE number 765034 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- scientific article; zbMATH DE number 3357844 (Why is no real title available?)
- scientific article; zbMATH DE number 3103824 (Why is no real title available?)
- A Consistent Conditional Moment Test of Functional Form
- A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
- A Survey of Maximum Likelihood Estimation
- A Survey of Maximum Likelihood Estimation: Part 2
- A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Processes
- A class of partially adaptive one-step M-estimators for a nonlinear regression model with dependent observations
- A functional central limit theorem for weakly dependent sequences of random variables
- A maximal inequality and dependent strong laws
- A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators
- An invariance principle for dependent random variables
- Asymptotic Properties of Maximum Likelihood Estimators in Some Nonstandard Cases
- Asymptotic Properties of Maximum Likelihood Estimators in Some Nonstandard Cases, II
- Asymptotic Properties of Non-Linear Least Squares Estimators
- Asymptotic efficiency in estimation with conditional moment restrictions
- Asymptotic optimal inference for non-ergodic models
- Central Limit Theorems for dependent variables. I
- Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers
- Consistent autoregressive spectral estimates
- Consistent model specification tests
- Convergence of stochastic processes
- Corrigendum to central limit theorems for dependent variables. I
- Dependent central limit theorems and invariance principles
- Diagnostic testing and evaluation of maximum likelihood models
- Efficiency Bounds Implied by Multiperiod Conditional Moment Restrictions
- Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
- Generalized method of moments specification testing
- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
- Invariance principles for dependent variables
- Large Sample Properties of Generalized Method of Moments Estimators
- Martingale Central Limit Theorems
- Maximum Likelihood Specification Testing and Conditional Moment Tests
- Model specification testing of time series regressions
- Nonlinear Regression with Dependent Observations
- ON THE FIRST–ORDER EFFICIENCY AND ASYMPTOTIC NORMALITY OF MAXIMUM LIKELIHOOD ESTIMATORS OBTAINED FROM DEPENDENT OBSERVATIONS
- On Consistent Estimates of the Spectrum of a Stationary Time Series
- On inconsistent M-estimators
- On the application of robust, regression-based diagnostics to models of conditional means and conditional variances
- On the invariance principle for nonstationary mixingales
- One-Step Huber Estimates in the Linear Model
- REGRESSION, AUTOREGRESSION MODELS
- Robust methods and asymptotic theory in nonlinear econometrics
- Semiparametric efficiency bounds
- The Structure of Simultaneous Equation Estimators: A Generalization Towards Nonnormal Disturbances
- The invariance principle for ϕ-mixing sequences
- Time series: theory and methods.
Cited in
(21)- A Unified Approach to Asymptotic Equivalence of Aitken and Feasible Aitken Instrumental Variables Estimators
- Parameter estimation in nonlinear AR-GARCH models
- Parametric risk-neutral density estimation via finite lognormal-Weibull mixtures
- WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS
- A note on a method to compute the asymptotic Distribution of the sample second order moments of dynamic linear normal variables
- Asymptotic least-squares estimation efficiency considerations and applications
- scientific article; zbMATH DE number 2231204 (Why is no real title available?)
- scientific article; zbMATH DE number 2239927 (Why is no real title available?)
- scientific article; zbMATH DE number 3934230 (Why is no real title available?)
- Nonparametric panel stationarity testing with an application to crude oil production
- Folklore theorems, implicit maps, and indirect inference
- Generic uniform convergence and equicontinuity concepts for random functions. An exploration of the basic structure
- Directionally differentiable econometric models
- Nonparametric pseudo-Lagrange multiplier stationarity testing
- Asymptotics of some estimators and sequential residual empiricals in nonlinear time series
- Kernel autocorrelogram for time-deformed processes
- scientific article; zbMATH DE number 978873 (Why is no real title available?)
- Aggregated heterogeneous dependent data and the logit model:
- Moments of the function of non-normal random vector with applications to econometric estimators and test statistics1
- Distribution of test statistics under parameter uncertainty for time series data: an application to testing skewness, kurtosis and normality
- Stationarity and mixing properties of the dynamic Tobit model
This page was built for publication: Basic structure of the asymptotic theory in dynamic nonlinear econometric models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3989294)
