Superconsistent estimation and inference in structural econometric models using extreme order statistics. (Q1858955)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Superconsistent estimation and inference in structural econometric models using extreme order statistics. |
scientific article; zbMATH DE number 1869197
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Superconsistent estimation and inference in structural econometric models using extreme order statistics. |
scientific article; zbMATH DE number 1869197 |
Statements
Superconsistent estimation and inference in structural econometric models using extreme order statistics. (English)
0 references
17 February 2003
0 references
parameter-support problems
0 references
structural econometrics
0 references
maximum-likelihood estimators
0 references
Monte Carlo
0 references
0 references
0 references
0 references