Some identification and estimation results for regression models with stochastically varying coefficients

DOI10.1016/0304-4076(80)90084-6zbMath0457.62056OpenAlexW2016080904MaRDI QIDQ1151219

Adrian R. Pagan

Publication date: 1980

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(80)90084-6

zbMATH Keywords

identificationconsistencyasymptotic normalitymaximum likelihood estimatorstochastic coefficients

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear inference, regression (62J99)

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