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  • Search: subject:"locally asymptotically mixed normal"
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Year of publication
Subject
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Asymptotic distribution 1 Contiguity 1 Convolution theorem 1 Exponential approximation 1 GARCH(1 1 Locally asymptotically mixed normal experiments 1 Primary 62E20 1 Secondary 60G07 1 Stopping time 1 boundary 1 equality restrictions 1 extremum estimator 1 generalized method of moments estimator 1 inequality restrictions 1 integrated regressors 1 least squares estimator 1 locally asymptotically mixed normal 1 locally asymptotically normal 1 maximum likelihood estimator 1 method of simulated moments estimator 1 nonlinear equality and inequality restrictions 1 parameter restrictions 1 partially linear model 1 q*) model 1 quasi-maximum likelihood estimator 1 random coefficients regression 1 restricted estimator 1 semiparametric estimator 1 stochastic trends 1 unit root model 1
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Online availability
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Free 1 Undetermined 1
Type of publication
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Article 1 Book / Working Paper 1
Language
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English 1 Undetermined 1
Author
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Andrews, Donald W.K. 1 Bhattacharya, Debasis 1 Roussas, George 1
Institution
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Cowles Foundation for Research in Economics, Yale University 1
Published in...
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Cowles Foundation Discussion Papers 1 Statistical Inference for Stochastic Processes 1
Source
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RePEc 2
Showing 1 - 2 of 2
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Hájek-Inagaki convolution representation theorem for randomly stopped locally asymptotically mixed normal experiments
Roussas, George; Bhattacharya, Debasis - In: Statistical Inference for Stochastic Processes 12 (2009) 2, pp. 185-201
Persistent link: https://www.econbiz.de/10005004375
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Estimation When a Parameter Is on a Boundary: Theory and Applications
Andrews, Donald W.K. - Cowles Foundation for Research in Economics, Yale University - 1997
This paper establishes the asymptotic distribution of extremum estimators when the true parameter lies on the boundary of the parameter space. The boundary may be linear, curved, and/or kinked. The asymptotic distribution is a function of a multivariate normal distribution in models without...
Persistent link: https://www.econbiz.de/10004990737
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