IDEAS home Printed from https://ideas.repec.org/a/bla/stanee/v35y1981i3p173-173.html
   My bibliography  Save this article

Robust Methods and Asymptotic Theory in Nonlinear Econometrics

Author

Listed:
  • H.J. Bierens

Abstract

No abstract is available for this item.

Suggested Citation

  • H.J. Bierens, 1981. "Robust Methods and Asymptotic Theory in Nonlinear Econometrics," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 35(3), pages 173-173, September.
    • Handle: RePEc:bla:stanee:v:35:y:1981:i:3:p:173-173
    DOI: 10.1111/j.1467-9574.1981.tb00726.x
    as

    Download full text from publisher

    File URL: https://doi.org/10.1111/j.1467-9574.1981.tb00726.x
    Download Restriction: no
    File URL: https://libkey.io/10.1111/j.1467-9574.1981.tb00726.x?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Herman J. Bierens & Roy Hoever, 1985. "Population Forecasting at the City Level: An Econometric Approach," Urban Studies, Urban Studies Journal Limited, vol. 22(1), pages 83-90, February.
    2. Andrews, Donald W. K., 1991. "An empirical process central limit theorem for dependent non-identically distributed random variables," Journal of Multivariate Analysis, Elsevier, vol. 38(2), pages 187-203, August.
    3. Ramirez, Octavio A. & Misra, Sukant K. & Nelson, Jeannie, 2002. "Estimation Of Efficient Regression Models For Applied Agricultural Economics Research," 2002 Annual meeting, July 28-31, Long Beach, CA 19904, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    4. de Jong, Robert M. & Woutersen, Tiemen, 2011. "Dynamic Time Series Binary Choice," Econometric Theory, Cambridge University Press, vol. 27(4), pages 673-702, August.
    5. Bierens, H.J., 1988. "Conditioning and dependence," Serie Research Memoranda 0062, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    6. Jonathan Hill, 2012. "Dependence and stochastic limit theory (in Russian)," Quantile, Quantile, issue 10, pages 1-31, December.
    7. Christopher Withers & Saralees Nadarajah, 2014. "Asymptotic properties of $$M$$ M -estimators in linear and nonlinear multivariate regression models," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 77(5), pages 647-673, July.
    8. Kelejian, Harry H & Prucha, Ingmar R, 1998. "A Generalized Spatial Two-Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances," The Journal of Real Estate Finance and Economics, Springer, vol. 17(1), pages 99-121, July.
    9. Ian Domowitz, 1985. "New Directions in Non-linear Estimation with Dependent Observations," Canadian Journal of Economics, Canadian Economics Association, vol. 18(1), pages 1-27, February.
    10. Vidal-Sanz, Jose M., 2004. "Worst-case estimation and asymptotic theory for models with unobservables," DEE - Working Papers. Business Economics. WB wb045518, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
    11. Xiao, Zhijie, 2004. "Estimating average economic growth in time series data with persistency," Journal of Macroeconomics, Elsevier, vol. 26(4), pages 699-724, December.
    12. Mira, Santiago, 1995. "Nonlinear time series models: consistency and asymptotic normality of nls under new conditions," DES - Working Papers. Statistics and Econometrics. WS 6202, Universidad Carlos III de Madrid. Departamento de Estadística.
    13. de Jong, Robert M., 1996. "The Bierens test under data dependence," Journal of Econometrics, Elsevier, vol. 72(1-2), pages 1-32.
    14. Christopher S. Withers & Saralees Nadarajah, 2016. "M-Estimators for Regression with Changing Scale," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 78(2), pages 238-286, November.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:stanee:v:35:y:1981:i:3:p:173-173. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: http://www.blackwellpublishing.com/journal.asp?ref=0039-0402 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.