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A Unified Theory of Estimation and Inference for Nonlinear Dynamic Models
A Unified Theory of Estimation and Inference for Nonlinear Dynamic Models
Author: A. Ronald Gallant, Halbert White
Building on the great advances that have been made by statisticians and econometricians in the last 40 years, this study presents a unified theory of estimation and inference applicable to a variety of econometric estimators of the parameters of time-dependant heterogenous economic phenomena. The authors begin with a discussion of the underlying...  more »
ISBN-13: 9780631157656
ISBN-10: 0631157654
Pages: 176
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Publisher: Blackwell Pub
Book Type: Hardcover
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