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Subject
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Danmark. 12p 1 ECONOMETRIC MODELS 1 MODELS Aarhus C 1
Type of publication
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Book / Working Paper 1
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Undetermined 1
Author
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An, M.Y. 1 Christensen, B.J. 1 Kiefer, N.M. 1
Institution
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School of Economics and Management, Institut for Økonomi 1
Published in...
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Centre for Labour Market and Social Research, Danmark- 1
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RePEc 1
Showing 1 - 1 of 1
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Approximate Distributions in Essentially Linear Models.
An, M.Y.; Christensen, B.J.; Kiefer, N.M. - School of Economics and Management, Institut for Økonomi - 1998
A new class of regression type models termed essentially linear models is proposed. The class is characterized by geometric considerations. Within the class the distribution of the maximum likelihood estimator is easily approximated by a natural extension of the p-formula even though the MLE...
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