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treatment of linear estimation theory using geometric methods and, for the first time, provided rigorous nonlinear regression … asymptotics, using this theory as the basis of a rigorous development of the limit theory for simultaneous equations theory …
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decades before their use in economics), and statistical estimation theory leading to the Cramér Rao bound. Rex Bergstrom … 1950s, opened up the field of exact distribution theory, developed cyclical growth models in economic theory, and spent … nearly 40 years of his life developing the theory of continuous time econometric modeling and its empirical application. We …
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This paper overviews recent developments in series estimation of stochastic processes and some of their applications in econometrics. Underlying this approach is the idea that a stochastic process may under certain conditions be represented in terms of a set of orthonormal basis functions,...
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