Pseudo Maximum Likelihood Methods: Theory
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Publication:3694457
DOI10.2307/1913471zbMath0575.62031OpenAlexW2070047061WikidataQ29391634 ScholiaQ29391634MaRDI QIDQ3694457
Alain Trognon, Christian Gouriéroux, Alain Monfort
Publication date: 1984
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: http://www.cepremap.fr/depot/couv_orange/co8129.pdf
consistencypseudo maximum likelihood estimationAsymptotic normalityfirst and second momentslower bound for the asymptotic covariance matrixmaximizing a likelihood function
Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Point estimation (62F10)
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