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On some Misconceptions of Asymptotic Distribution Theory in Econometrics

โœ Scribed by ASHIQ HUSSAIN and T.D. WALLACE


Book ID
124680372
Year
1972
Weight
549 KB
Volume
10
Category
Article
ISSN
1011-002X

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๐Ÿ“œ SIMILAR VOLUMES


On asymptotic distributions of normal th
โœ Ke-Hai Yuan; PeterM. Bentler ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 93 KB

Within some classes of nonnormal distributions, we study the asymptotic distribution of the MLE in a covariance structure model based on an incorrect assumption of normality. The asymptotic covariance matrix of the MLE has a similar form as found when the sampling distribution is elliptical, though