Dynamic Econometric Modeling Proceedings of the Third International Symposium in Economic Theory and Econometrics
Book contents
- Frontmatter
- Contents
- Editors' introduction
- List of contributors
- Part I Dynamic structural modeling
- 1 Efficient instrumental variables estimation of systems of implicit heterogeneous nonlinear dynamic equations with nonspherical errors
- 2 Envelope consistent functional separability
- 3 Flexible functional forms for profit functions and global curvature conditions
- 4 Likelihood inference in the nonlinear regression model with explosive linear dynamics
- 5 Exact inference in models with autoregressive conditional heteroscedasticity
- 6 Control of a linear regression process with unknown parameters
- 7 Some tests of nonparametric regression models
- Part II Linear time series modeling
- Part III Chaotic attractor modeling
- Part IV Applications
7 - Some tests of nonparametric regression models
Published online by Cambridge University Press: 03 May 2010
Book contents
- Frontmatter
- Contents
- Editors' introduction
- List of contributors
- Part I Dynamic structural modeling
- 1 Efficient instrumental variables estimation of systems of implicit heterogeneous nonlinear dynamic equations with nonspherical errors
- 2 Envelope consistent functional separability
- 3 Flexible functional forms for profit functions and global curvature conditions
- 4 Likelihood inference in the nonlinear regression model with explosive linear dynamics
- 5 Exact inference in models with autoregressive conditional heteroscedasticity
- 6 Control of a linear regression process with unknown parameters
- 7 Some tests of nonparametric regression models
- Part II Linear time series modeling
- Part III Chaotic attractor modeling
- Part IV Applications
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- Dynamic Econometric ModelingProceedings of the Third International Symposium in Economic Theory and Econometrics, pp. 121 - 136Publisher: Cambridge University PressPrint publication year: 1988
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