Abstract
This book provides an asymptotic theory for M-estimators in the context of dynamic nonlinear models. To accommodate processes generated by dynamic nonlinear models the theory has to allow for temporal dependence and (possibly also) for temporal heterogeneity in the data generating process. This is achieved by employing weak dependence concepts like L p -approximability or near epoch dependence, which are flexible enough to cover processes generated by dynamic nonlinear models, yet are strong enough to permit the derivation of laws of large numbers and central limit theorems for such processes.
This is a preview of subscription content, log in via an institution to check access.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Author information
Authors and Affiliations
Rights and permissions
Copyright information
© 1997 Springer-Verlag Berlin Heidelberg
About this chapter
Cite this chapter
Pötscher, B.M., Prucha, I.R. (1997). Concluding Remarks. In: Dynamic Nonlinear Econometric Models. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-662-03486-6_15
Download citation
DOI: https://doi.org/10.1007/978-3-662-03486-6_15
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-08309-9
Online ISBN: 978-3-662-03486-6
eBook Packages: Springer Book Archive