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Maximum likelihood estimation and uniform inference with sporadic identification failure - MaRDI portal

Maximum likelihood estimation and uniform inference with sporadic identification failure (Q528166)

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scientific article; zbMATH DE number 6714822
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English
Maximum likelihood estimation and uniform inference with sporadic identification failure
scientific article; zbMATH DE number 6714822

    Statements

    Maximum likelihood estimation and uniform inference with sporadic identification failure (English)
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    12 May 2017
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    asymptotic size
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    binary choice
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    confidence set
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    estimator
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    identification
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    likelihood
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    nonlinear models
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    test
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    smooth transition threshold autoregression
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    weak identification
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