Nonlinear Statistical Models

ISBN-13: 9780471802600 / Angielski / Twarda / 1987 / 610 str.

A. Ronald Gallant

Opis

This is a comprehensive text and reference bringing together advances in the theory of probability and statistics and relating them to applications. The three major categories of statistical models that relate dependent variables to explanatory variables are covered: univariate regression models, multivariate regression models, and simultaneous equations models.

Spis treści

Univariate Nonlinear Regression.

Univariate Nonlinear Regression: Special Situations.

A Unified Asymptotic Theory for Nonlinear Models with Regression Structure.

Univariate Nonlinear Regression: Asymptotic Theory.

Multivariate Nonlinear Regression.

Nonlinear Simultaneous Equations Models.

A Unified Asymptotic Theory for Dynamic Nonlinear Models.

References.

Index.

O autorze

A. Ronald Gallant, Professor of Economics and Liberal Arts Research Professor, The Pennsylvania State University, US.