Nonlinear Econometric Models with Deterministically Trending Variables
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Publication:4860679
DOI10.2307/2298032zbMath0836.62106MaRDI QIDQ4860679
C. John McDermott, Donald W. K. Andrews
Publication date: 13 February 1996
Published in: The Review of Economic Studies (Search for Journal in Brave)
Full work available at URL: https://cowles.yale.edu/sites/default/files/files/pub/d10/d1053.pdf
nonlinear models; asymptotic approximations; generalized method of moments estimators; asymptotic covariance matrices; deterministically trending variables; non-trending variables
62P20: Applications of statistics to economics
62E20: Asymptotic distribution theory in statistics
62J02: General nonlinear regression
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