Statistical Inference in an Implicit, Nonlinear, Simultaneous Equation Mode in the Context of Maximum Likelihood Estimation
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Publication:3906252
DOI10.2307/1913131zbMath0456.62022OpenAlexW2009224458MaRDI QIDQ3906252
A. Ronald Gallant, Alberto Holly
Publication date: 1980
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1913131
likelihood ratio testmaximum likelihood estimationWald testLagrange multiplier testasymptotic approximations of powerimplicit, nonlinear, simultaneous equation modelRao efficient score test
Applications of statistics to economics (62P20) Point estimation (62F10) Asymptotic properties of parametric tests (62F05)
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