Asymptotic efficiency and higher order efficiency of the limited information maximum likelihood estimator in large econometric models
by Naoto Kunitomo. Prep. under National Science Foundation Grant SES 79-13976. Stanford University, Institute for Mathematical Studies in the Social Sciences
| Year of publication: |
1982
|
|---|---|
| Authors: | Kunitomo, Naoto |
| Publisher: |
Stanford, Calif. |
| Subject: | Ökonometrie | Modelle Statistik | Schätz und Testmethodik | Schätztheorie | Estimation theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Makroökonometrie | Macroeconometrics | Effizienz | Efficiency |
| Extent: | 183 S. 4° |
|---|---|
| Series: | Technical report ; Nr 365 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003611431