Nonlinear methods in econometrics /

Bibliographic Details
Main Author: Goldfeld, Stephen M. (Stephen Michael), 1940-1995 (autor)
Other Authors: Quandt, Richard E., 1930-
Format: Book
Published: Amsterdam : North-Holland, ©1972
Series:Contributions to economic analysis ; 77
Subjects:
Table of Contents:
  • 1. Numerical optimization
  • 2. Least squares theory, confidence intervals, and maximum likelihood estimation
  • 3. Analyses of heteroscedasticity
  • 4. Estimation of regressions with Dummy dependent variables
  • 5. The estimation of Cobb-Douglas type functions with multiplicative and additive errors
  • 6. Estimator behavior for a nonlinear model of production
  • 7. Autocorrelation in simultaneous equation systems
  • 8. Nonlinear simultaneous equations
  • 9. Estimation of discontinuous parameter changes.