THE ASYMPTOTIC VARIANCE OF THE PSEUDO MAXIMUM LIKELIHOOD ESTIMATOR
Year of publication: |
2007
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Authors: | Magnus, Jan R. ; Akaike, H. ; Bozdogan, H. ; Bozdogan, H. ; Haughton, D.M.A. ; Burguete, J. ; Gallant, R. ; Souza, G. ; Gallant, R. ; Holly, A. ; Gouriéroux, C. ; Monfort, A. ; Gouriéroux, C. ; Monfort, A. ; Gouriéroux, C. ; Monfort, A. ; Trognon, A. ; Hendry, D.F. ; Huber, P.J. |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 23.2007, 5, p. 1022
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