Estimation of a variable rate of depreciation: a dummy variable approach
In: Diskussionsbeiträge
In: Serie 2 293
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In: Diskussionsbeiträge
In: Serie 2 293
In: CESifo Working Paper Series No. 4725
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In: Structural change and economic dynamics, Band 1, Heft 2, S. 263-289
ISSN: 1873-6017
In: Springer eBook Collection
The book provides an extensive discussion of asymptotic theory of M-estimators in the context of dynamic nonlinear models. The class of M-estimators contains least mean distance estimators (including maximum likelihood estimators) and generalized method of moments estimators. In addition to establishing the asymptotic properties of such estimators, the book provides a detailed discussion of the statistical and probabilistic tools necessary for such an analysis. The book also gives a careful treatment of estimators of asymptotic variance covariance matrices for dependent processes
In: CESifo Working Paper Series No. 5445
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In: CESifo Working Paper Series No. 2448
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In: NBER Working Paper No. t0085
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In: NBER Working Paper No. w3680
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In: Technical working paper 85
In: CESifo Working Paper Series No. 2485
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