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Topics in NLSE Theory

  • Phoebus J. Dhrymes

Abstract

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.

Keywords

Covariance Matrix Exogenous Variable Asymptotic Normality Error Process Contrast Function 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag New York, Inc. 1994

Authors and Affiliations

  • Phoebus J. Dhrymes
    • 1
  1. 1.Department of EconomicsColumbia UniversityNew YorkUSA

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