Nonlinear Models

The International Library of Critical Writings in Econometrics series

赫尔曼·j·棺材编辑ens, 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

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.

‘ These volumes can be recommended to researchers interested in either the past, present or future of this topic.’
– Alastair Hall, The Economic Journal