Nonlinear Estimation: Some Standard Results

Chau, Fernando

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

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Autores

Chau, Fernando

Resumo(s)

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.

Palavras-chave

Nonlinear estimation Maximum likelihood estimator Least squares estimator Asymptotic distribution Hypothesis testing

URI

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

Citação

Chau, Fernando M. L., Nonlinear Estimation: Some Standard Results (December, 1983). FEUNL Working Paper Series No. 12

Editora

Nova SBE

Coleções

NSBE - Working Paper Series

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