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Robust Methods and Asymptotic Theory in Nonlinear Econometrics

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  • H.J. Bierens

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  • 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
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    Cited by:

    1. de Jong, Robert M. & Woutersen, Tiemen, 2011. "Dynamic Time Series Binary Choice," Econometric Theory, Cambridge University Press, vol. 27(4), pages 673-702, August.
    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. Jonathan Hill, 2012. "Dependence and stochastic limit theory (in Russian)," Quantile, Quantile, issue 10, pages 1-31, December.
    5. Xiao, Zhijie, 2004. "Estimating average economic growth in time series data with persistency," Journal of Macroeconomics, Elsevier, vol. 26(4), pages 699-724, December.
    6. 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.
    7. 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.
    8. Bierens, H.J., 1988. "Conditioning and dependence," Serie Research Memoranda 0062, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    9. Mira, Santiago & Escribano, Álvaro, 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.
    10. de Jong, Robert M., 1996. "The Bierens test under data dependence," Journal of Econometrics, Elsevier, vol. 72(1-2), pages 1-32.
    11. Esteban-Bravo, Mercedes & 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.
    12. 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.
    13. 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.
    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.

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