Maximum likelihood estimation of singular systems of equations

DOI10.1016/J.ECONLET.2007.05.027zbMath1255.62363OpenAlexW2055739395MaRDI QIDQ1934707

Hung-Pin Lai

Publication date: 29 January 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2007.05.027

zbMATH Keywords

convolutionmaximum likelihood estimationsingularity

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Point estimation (62F10)

Related Items (1)

Efficient GMM estimation with singular system of moment conditions

Cites Work

• Unnamed Item
• Econometric analysis of linearized singular dynamic stochastic general equilibrium models
• A method for taking models to the data
• The econometric consequences of the ceteris paribus condition in economic theory
• Introduction to the Mathematical and Satistical Foundations of Econometrics
• Quantiles for Counts

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