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Dynamic nonlinear econometric models : asymptotic theory
Pötscher, Benedikt M.; Prucha, Ingmar R. - 1997
Persistent link: https://www.econbiz.de/10000962363
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A class of partially adaptive one-step M- estimators for the non-linear regression model with dependent observations
Pötscher, Benedikt M.; Prucha, Ingmar R. - In: Journal of econometrics 32 (1986) 2, pp. 219-251
Persistent link: https://www.econbiz.de/10003652412
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Basic structure of the asymptotic theory in dynamic nonlinear econometric models
Pötscher, Benedikt M. - In: Econometric reviews 10 (1991) 3, pp. 253-325
Persistent link: https://www.econbiz.de/10001277904
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Annals of econometrics: Contributions to econometrics, time-series analysis, and systems identification ; a Festschrift in honor of Manfred Deistler
Pötscher, Benedikt M. (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10001822938
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Basic structure of the asymptotic theory in dynamic nonlinear econometric models
Pötscher, Benedikt M. - In: Econometric reviews 10 (1991) 2, pp. 125-216
Persistent link: https://www.econbiz.de/10001107723
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A uniform law of large numbers for dependent and heterogenous data processes
Pötscher, Benedikt M. - In: Econometrica : journal of the Econometric Society, an … 57 (1989) 3, pp. 675-683
Persistent link: https://www.econbiz.de/10001067723
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On the formulation of uniform laws of large numbers : a truncation approach
Potscher, Benedikt M. - 1990
Persistent link: https://www.econbiz.de/10013452139
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Dynamic Nonlinear Econometric Models : Asymptotic Theory
Pötscher, Benedikt M. - 1997
The book provides an extensive discussion of asymptotic theory of M-estimators in the context of dynamic nonlinear models. The class of M-estimators contains least mean distance estimators (including maximum likelihood estimators) and generalized method of moments estimators. In addition to...
Persistent link: https://www.econbiz.de/10013518470
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Dynamic factor demand models and productivity analysis
Nadiri, Mohammed Ishaq; Prucha, Ingmar R. - In: New developments in productivity analysis, (pp. 103-164). 2001
Persistent link: https://www.econbiz.de/10001614123
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Nonlinear functions and convergence to Brownian motion : beyond the continuous mapping theorem
Pötscher, Benedikt M. - In: Econometric theory 20 (2004) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10001904719