Sequential Nonlinear Estimation With Nonaugmented Priors

A "flexible least cost method" is proposed for investigating the basic compatibility of theory and observations in the absence of valid or known stochastic characterizations for residual error terms. Annotated pointers to related work can be accessed here: http://www.econ.iastate.edu/tesfatsi/flshome.htm

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Year of publication:	1989-01-01
Authors:	Kalaba, Robert E. ; Tesfatsion, Leigh S.
Institutions:	Department of Economics, Iowa State University

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Series:	Staff General Research Papers.
Type of publication:	Book / Working Paper
Notes:	Published in Journal of Optimization Theory and Applications 1989, vol. 60 no. 3, pp. 421-438
Classification:	C1 - Econometric and Statistical Methods: General ; C3 - Econometric Methods: Multiple/Simultaneous Equation Models ; C5 - Econometric Modeling
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10004997760