Nonlinear Regression with Harris Recurrent Markov Chains
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References listed on IDEAS
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More about this item
KeywordsAsymptotic distribution; asymptotically homogeneous functions; ?-null recurrent Markov chains; Harris recurrence; integrable functions; least squares estimation; nonlinear regression.;
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-07-14 (All new papers)
- NEP-ECM-2012-07-14 (Econometrics)
- NEP-ORE-2012-07-14 (Operations Research)
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