Likelihood Estimation and Inference in a Class of Nonregular Econometric Models
โ Scribed by Victor Chernozhukov; Han Hong
- Book ID
- 111052400
- Publisher
- John Wiley and Sons
- Year
- 2004
- Tongue
- English
- Weight
- 314 KB
- Volume
- 72
- Category
- Article
- ISSN
- 0012-9682
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
In this paper we derive general formulae for second-order biases of maximum-likelihood estimates in a class of symmetric nonlinear regression models. This class of models is commonly used for the analysis of data containing extreme or outlying observations in samples from a supposedly normal distrib
This book takes a fresh look at the popular and well-established method of maximum likelihood for statistical estimation and inference. It begins with an intuitive introduction to the concepts and background of likelihood, and moves through to the latest developments in maximum likelihood methodolog