Dynamic Nonlinear Econometric Models: Asymptotic Theory by Benedikt M Pötscher
English | Dec 7, 2010 | ISBN: 3642083099 | 306 Pages | PDF | 11 MB
English | Dec 7, 2010 | ISBN: 3642083099 | 306 Pages | PDF | 11 MB
Many relationships in economics, and also in other fields, are both dynamic and nonlinear. A major advance in econometrics over the last fifteen years has been the development of a theory of estimation and inference for dy namic nonlinear models.