Topics in NLSE Theory
In this chapter we shall examine somewhat briefly topics in the theory of nonlinear simultaneous equations (NLSE), including NLML (nonlinear maximum likelihood), NL2SLS, NL3SLS, the so called generalized method of moments (GMM), as well as issues related to “causality”, and the consequences of misspecification.
KeywordsCovariance Matrix Exogenous Variable Asymptotic Normality Error Process Contrast Function
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