Journal Of The Econometric Society

An International Society for the Advancement of Economic
Theory in its Relation to Statistics and Mathematics

Edited by: Guido W. Imbens • Print ISSN: 0012-9682 • Online ISSN: 1468-0262

Econometrica: Jul, 1978, Volume 46, Issue 4

Nonlinear Estimation and Asymptotic Approximations<901:NEAAA>2.0.CO;2-A
p. 901-929

James B. Ramsey

In the context of single equation nonlinear regressions involving continuously differentiable functions, the conditions under which polynomial approximations to general classes of nonlinear estimators can be obtained are derived. Attention is paid to the distribution of the approximations to the nonliear estimators and criteria are given for evaluating the approximation.

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