Compare Prices | Create Shopping Lists with Price Drop Alerts | Set Coupons, Promo Codes & Sales Alerts | Get Access to Exclusive Deals and Much More... All in One Place | Read all about it here

Robust Methods and Asymptotic Theory in Nonlinear Econometrics

Robust Methods and Asymptotic Theory in Nonlinear Econometrics

Brand
Springer Nature
Manufacturer
N/A
Part Number
0
GTIN
9783540108382
Condition
New
Product Description

This Lecture Note deals with asymptotic properties, i.e. weak and strong consistency and asymptotic normality, of parameter estimators of nonlinear regression models and nonlinear structural equations under various assumptions on the distribution of the data. The estimation methods involved are nonlinear least squares estimation (NLLSE), nonlinear robust M-estimation (NLRME) and non linear weighted robust M-estimation (NLWRME) for the regression case and nonlinear two-stage least squares estimation (NL2SLSE) and a new method called minimum information estimation (MIE) for the case of structural equations. The asymptotic properties of the NLLSE and the two robust M-estimation methods are derived from further elaborations of results of Jennrich. Special attention is payed to the comparison of the asymptotic efficiency of NLLSE and NLRME. It is shown that if the tails of the error distribution are fatter than those of the normal distribution NLRME is more efficient than NLLSE. The NLWRME method is appropriate if the distributions of both the errors and the regressors have fat tails. This study also improves and extends the NL2SLSE theory of Amemiya. The method involved is a variant of the instrumental variables method, requiring at least as many instrumental variables as parameters to be estimated. The new MIE method requires less instrumental variables. Asymptotic normality can be derived by employing only one instrumental variable and consistency can even be proved with out using any instrumental variables at all.

Available Colors
Available Sizes
1 Offer Price Range: $39.99 - $39.99
BEST PRICE

Single Product Purchase

$39.99
@ Link.springer.com     BUY Now

Price Comparison

Seller Contact Seller List Price On Sale Shipping Best Promo Final Price Volume Discount Financing Availability Seller's Page
BEST PRICE
1 Product Purchase
@ Link.springer.com
Contact Store Call Store Contact Support
$39.99 $39.99

$39.99
See Site In stock Visit Store

Similar Products

First Little Comics: My Pet Rock

$3.71

Decision and Game Theory for Security

$59.99

Disaster Vulnerability, Hazards and Resilience

$109.99

Cooperative Knowledge Processing for Engineering Design

$219.99

Echo and Meaning on Early Modern English Stages

$44.99

Zerspanbarkeit von Graugu

$59.99

Artificial Intelligence and Its Applications

$169.99

The Balkans

$79.99

Humankapital und Unternehmenskultur

$74.99

Pelagic Nutrient Cycles

$169.99

Bussysteme in der Fahrzeugtechnik

$159.99

Die programmierte Medizin

$69.99

The Resurgence of Parish Council Powers in England

$49.99

Polynomial and Spline Approximation

$169.99

E Is for Election Day

$5.21

Perspectives on Mathematical Practices

$84.99

Modelling and Implementation of Complex Systems

$199.99

Das Silber-Problem

$59.99

9th International Conference on Mobility, IoT and Smart Cities

$189.00

Spielregeln fr Beruf und Karriere

$79.99

Britain and the GermanZollverein, 184866

$54.99

Aktive Filter und Oszillatoren

$99.99

BGB: Schuldrecht

$59.99

Neue digitale Kultur- und Bildungsrume

$39.99

Der Tele-Tutor

$39.99

Gender Relations in Public and Private

$169.99

Dog Man (Hardcover)

$9.74

Transcending Cultural Frontiers

$109.99

Rivalry and Group Behavior Among Consumers and Brands

$69.99

Interfacial Wave Theory of Pattern Formation in Solidification

$159.99

The Quadratic Unconstrained Binary Optimization Problem

$149.00

Primary and Secondary Immunodeficiency

$199.99

How to Love Yourself by Teal Swan

$17.95

Boundaries within: Nation, Kinship and Identity among Migrants and Minorities

$109.99

Utilization of Residual Forest Biomass

$109.99

The Hidden History of Bletchley Park

$54.99

Strategy and Sustainability

$49.99

The Bone Book

$84.99

Introduction to Applied Optimization

$39.99

Advances in Radiation Protection

$219.99