Maximum likelihood estimation of singular systems of equations

被引：2

作者：

Lai, Hung-Pin ^{[1
]}

机构：

[1] Natl Chung Cheng Univ, Dept Econ, Chiayi 62102, Taiwan

来源：

ECONOMICS LETTERS | 2008年 / 99卷 / 01期

关键词：

maximum likelihood estimation; singularity; convolution;

D O I：

10.1016/j.econlet.2007.05.027

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

This paper deals with maximum likelihood estimation with singular systems of equations. We propose to estimate the singular systems by convoluted-likelihood functions. The consistency and asymptotic normality of the estimator are also established. (c) 2007 Elsevier B.V. All rights reserved.

引用

页码：51 / 54

页数：4

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