مرکز منطقه ای اطلاع رساني علوم و فناوري - THE ASYMPTOTIC VARIANCE OF THE PSEUDO MAXIMUM LIKELIHOOD ESTIMATOR

Title of article :

THE ASYMPTOTIC VARIANCE OF THE PSEUDO MAXIMUM LIKELIHOOD ESTIMATOR

Author/Authors :

Jan R. Magnus، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2007

Pages :

From page :

1022

To page :

1032

Abstract :

We present an analytical closed-form expression for the asymptotic variance matrix in the misspecified multivariate regression model+

Journal title :

ECONOMETRIC THEORY

Serial Year :

2007

Journal title :

ECONOMETRIC THEORY

Record number :

707395

Link To Document :