DYNAMIC NONLINEAR ECONOMETRIC MODELS—ASYMPTOTIC THEORY
《动态非线性计量模型:渐近理论》书评AI 解读 ↓
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Benedikt Pötscher and Ingmar Prucha are two exceptional econometricians who combine an extraordinary knowledge of the statistics and econometrics literature with great analytical skills. Both are excellent mathematicians, and the comment that can be heard among mathematicians that econometricians are “self-made mathematicians” definitely does not apply to them. Therefore, given the task of writing an overview of asymptotic theory for minimization estimators for dependent processes, one could hardly imagine a better choice of writers for such a task. The result is a remarkable book that deserves to receive attention from an audience that is broader than experts in the field only.