Maximum likelihood methods of estimation for disequilibrium models in a centrally planned economy
β Scribed by Wojciech Charemza
- Publisher
- Springer US
- Year
- 1987
- Tongue
- English
- Weight
- 784 KB
- Volume
- 21
- Category
- Article
- ISSN
- 1573-9414
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π 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
We consider a multiple autoregressive model with non-normal error distributions, the latter being more prevalent in practice than the usually assumed normal distribution. Since the maximum likelihood equations have convergence problems (Puthenpura and Sinha, 1986) [11], we work out modified maximum