… and testing results for cross-sectional and dynamic nonlinear semiparametric models can …
A unified theory of consistent estimation for parametric models. Econometric Theory 1 (1985)…

… dynamic structure inherent in the analysis of models based on the rational expectations
paradigm. Arbitrage conditions and Euler equations deliver constrained nonlinear dynamic …

A unified theory of estimation and inference for nonlinear dynamic models | CiNii Research …
A unified theory of estimation and inference for nonlinear dynamic models … タイトル "A …

Their subject is the estimation of general parametric models from data exhibiting time
dependence and heterogeneity of a fairly arbitrary kind. Much progress has been made in recent …

… A nonlinear formulation can arise even for the case of linear dynamics, when a joint state
and parameter estimation task is pursued, as will be elaborated in this work. Perhaps the …

… We provide unifying inference theory for parametric nonlinear factor models based on a
panel of noisy observations. The panel has a large cross-section and a time span that may be …

… are available for nonlinear systems. The present paper is aimed at presenting in a unified
SM … on identification, prediction and filtering of nonlinear systems. Indeed, such topics are …

… theory of the so called robust inference procedures corresponding to non-smooth score functions
from linear models to nonlinear dynamic models … models, thereby giving a unified theory…

… flexible nonlinear dynamic regression method named the Semi-Varying Coefficient Additive
Model… to estimate the unknown functional effects in the model. Existing methods of statistical …

[BOOK REVIEW] A unified theory of estimation and inference for nonlinear dynamic models …
FOR NONLINEAR DYNAMIC MODELS …