Nonlinear Estimation: Some Standard Results

Nonlinear models arise naturally in economics. Both least squares and maximum-likelihood estimators are considered; strong consistency and asymptotic normality for the estimators are showed. A statistic for hypothesis testing is presented.

Detalhes bibliográficos
Autor principal: Chau, Fernando (author)
Formato: workingPaper
Idioma:eng
Publicado em: 2019
Assuntos:
Nonlinear estimation
Maximum likelihood estimator
Least squares estimator
Asymptotic distribution
Hypothesis testing
Texto completo:http://hdl.handle.net/10362/82970
País:Portugal
Oai:oai:run.unl.pt:10362/82970

Texto Completo

http://hdl.handle.net/10362/82970

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