[分享]A Unified Theory of Estimation and Inference for Nonlinear Dynamic Models

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作者：A. Ronald Gallant and Albert White
出版时间：1988
出版社：Basil Blackwell
大小：10.4M
文档质量：纸质书PDF扫描版
目录:
1 intraduction                                                                              1
2 the data generation process and optimization estimators         7
3 consistancy of optimization estimators                                    18
4 more on near epoch dependence                                            47
5 asymptotic normality                                                                72
6 estimating asymptotic covariance matrices                             90
7 hypothesis testing                                                                   120
8 summary and conclusion                                                        140

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[分享]A Unified Theory of Estimation and Inference for Nonlinear Dynamic Models
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关键词：Estimation Nonlinear Inference nonlinea Unified Theory models Inference Estimation Dynamic

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