On the Consistency of Nonlinear FIML

DOI10.2307/1911875zbMath0493.62099OpenAlexW2094290497MaRDI QIDQ3956292

Peter C. B. Phillips

Publication date: 1982

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://cowles.yale.edu/sites/default/files/files/pub/d05/d0573.pdf

zbMATH Keywords

error distributionsconsistency of quasi-maximum likelihood estimatorFIML estimatornonlinear simultaneous equations model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (2)

Diagnostic testing and evaluation of maximum likelihood models ⋮ NONSTATIONARY NONLINEARITY: A SURVEY ON PETER PHILLIPS’S CONTRIBUTIONS WITH A NEW PERSPECTIVE

This page was built for publication: On the Consistency of Nonlinear FIML