scientific article

zbMath0698.62003MaRDI QIDQ3995879

Phoebus J. Dhrymes

Publication date: 17 September 1992

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

setsintegralsmeasuremartingaleprobability spaceslimit theoremsnonlinear econometric modelsmodes of convergencelimit theorems for dependent sequences

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Central limit and other weak theorems (60F05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01)

Related Items

Estimation of models with grouped and ungrouped data by means of ``2SLS ⋮ Specification tests in simultaneous equations systems ⋮ Bootstrap of linear model with AR-error structure ⋮ On the specification and estimation of large scale simultaneous structural macroeconometric models ⋮ Identification and Kullback information in the GLSEM ⋮ Phoebus J. Dhrymes (1932–2016) ⋮ Bootstrapping I(1) data ⋮ The role of absolute continuity in merging of opinions and rational learning ⋮ Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence