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DYNAMIC NONLINEAR ECONOMETRIC MODELS—ASYMPTOTIC THEORY

by Benedikt M. Pötscher and Ingmar R. Prucha, Springer-Verlag, 1997

Published online by Cambridge University Press:  01 February 2000

Robert M. de Jong
Robert M. de Jong
Affiliation:
Michigan State University
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Abstract

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.

Type
BOOK REVIEWS
Information
Econometric Theory , Volume 16 , Issue 1 , February 2000 , pp. 127 - 130
Copyright
© 2000 Cambridge University Press

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