Pseudo Maximum Likelihood Methods: Applications to Poisson Models

DOI10.2307/1913472zbMath0575.62032OpenAlexW2083126399WikidataQ56602078 ScholiaQ56602078MaRDI QIDQ3694458

Christian Gouriéroux, Alain Trognon, Alain Monfort

Publication date: 1984

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1913472

zbMATH Keywords

Poisson modelsasymptotically normal estimatorsPseudo maximum likelihood techniques

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Point estimation (62F10)

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