Nonlinear Models

Hardback

Nonlinear Models

9781858983820 Edward Elgar Publishing
Edited by Herman J. Bierens, Robert H. and Nancy Dedman Trustee Professor of Economics, Southern Methodist University, US and Professor of Econometrics, Tilburg University, The Netherlands and A. Ronald Gallant, Professor of Economics and Liberal Arts Research Professor, The Pennsylvania State University, US
Publication Date: 1997 ISBN: 978 1 85898 382 0 Extent: 1,016 pp
The papers collected in the two volumes Nonlinear Models focus on the asymptotic theory of parameter estimators of nonlinear single equation models and systems of nonlinear models, in particular weak and strong consistency, asymptotic normality, and parameter inference, for cross-sections as well as for time series. A selection of papers on testing for, and estimation and inference under, model misspecification is also included. The models under review are parametric, hence their functional form is assured to be known up to a vector of unknown parameters, and the functional form involved is nonlinear in at least one of the parameters.

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Critical Acclaim
Contributors
Contents
More Information
The papers collected in the two volumes Nonlinear Models focus on the asymptotic theory of parameter estimators of nonlinear single equation models and systems of nonlinear models, in particular weak and strong consistency, asymptotic normality, and parameter inference, for cross-sections as well as for time series. A selection of papers on testing for, and estimation and inference under, model misspecification is also included. The models under review are parametric, hence their functional form is assured to be known up to a vector of unknown parameters, and the functional form involved is nonlinear in at least one of the parameters.

The selection of earlier articles on nonlinear parametric models is extensive and, although they are not all equally influential, each has played a significant part in the development of the field. The more recent articles have been selected on the basis of their potential importance for the further development of this sphere of study.
Critical Acclaim
‘ These volumes can be recommended to researchers interested in either the past, present or future of this topic.’
– Alastair Hall, The Economic Journal
Contributors
57 articles, dating from 1949 to 1991
Contributors include: T. Amemiya, H.O. Hartley, A. Holly, W.K. Newey, B.M. Pötscher, H. White
Contents
Contents: Volume I: Part I: Single Equation Nonlinear Cross-Section Regression Models Part II: Nonlinear Dynamic Models and Heterogeneity • Volume II: Part I: Model Misspecification: Estimation and Detection Part II: Systems of Nonlinear Equations, and Implicit Models Index
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