A Companion to Theoretical Econometrics (Blackwell Companions to Contemporary Economics)
Edition: New Ed edition
Publisher: Blackwell Publishing Limited
Published: September 1, 2003
Language: eng
Format: Paperback
Number of pages: 736
ISBN-13: 9781405106764
Subjects: Econometrics; Economic theory & philosophy; Reference - General; Business & Economics; Business / Economics / Finance; Business/Economics; Economics - Theory; Business & Economics / Econometrics; Economics - General
First sentence: All popular nonlinear estimation methods, including nonlinear least squares (NLS), maximum likelihood (ML), and the generalized method of moments (GMM), yield estimators which are asymptotically linear.