Nonlinear Regression with Dependent Observations
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Publication:3316405
DOI10.2307/1911465zbMath0533.62055OpenAlexW1970465574MaRDI QIDQ3316405
Publication date: 1984
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/539cbedf073342ef85ada49657f461d0c3e84534
consistencyasymptotic normalitycentral limit theoremdependent observationsnonlinear least squares estimatorsinformation matrix testing principleextensions of the law of large numbersnew covariance matrix estimatornew tests for model misspecificationrandom processes with mixing conditions
Applications of statistics to economics (62P20) Stationary stochastic processes (60G10) General nonlinear regression (62J02)
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