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Note on the Uniqueness of the Maximum Likelihood Estimator for the Tobit Model

โœ Scribed by Randall J. Olsen


Book ID
121014155
Publisher
John Wiley and Sons
Year
1978
Tongue
English
Weight
134 KB
Volume
46
Category
Article
ISSN
0012-9682

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A note on the uniqueness of the quasi-li
โœ George Tzavelas ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 219 KB

The existence and the asymptotic performance of the quasi-likelihood estimator was studied by Kagan (1976), McCullagh (1983) and Morton (1981 ). However, their proof do not reveal whether multiple roots may yield one or more consistent solutions. In this paper, arguing as Cramer (1946( ), Huzurbazar