"The asymptotic variance of the pseudo maximum likelihood estimator"

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

Year of publication:	2007-03
Authors:	Magnus, Jan R.
Institutions:	Center for International Research on the Japanese Economy (CIRJE), Faculty of Economics

Extent:	application/pdf
Series:	CIRJE F-Series.
Type of publication:	Book / Working Paper
Language:	English
Notes:	Number CIRJE-F-479 13 pages
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005187126