Read Optimal Asymptotic Properties of Maximum Likelihood Estimators of Parameters of Some Econometric Models

Optimal Asymptotic Properties of Maximum Likelihood Estimators of Parameters of Some Econometric Models

Mary Kathleen Vickers

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Description:Four theorems are proven, which simplify the application to econometric models of Weiss's theorem on asymptotic properties of maximum likelihood estimators in nonstandard cases. The theorems require, roughly: the uniform convergence in any compact sets of the unknown parameters of the expection of the Hessian matrix of the log likelihood function; and the uniform convergence to 0 in the same sense of the variance of the same quantities. The fourth theorem allows one to conclude that the optimal properties hold on an image set of the parameters when the map satisfies certain smoothness conditions, and the first three theorems are satisfied for the original parameter set. These four theorems are applied to autoregressive models, nonlinear models, systems of equations, and probit and logit models to infer optimal asymptotic properties. (Author).We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Optimal Asymptotic Properties of Maximum Likelihood Estimators of Parameters of Some Econometric Models. To get started finding Optimal Asymptotic Properties of Maximum Likelihood Estimators of Parameters of Some Econometric Models, you are right to find our website which has a comprehensive collection of manuals listed.
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Pages: 314

Format: PDF, EPUB & Kindle Edition

Publisher: —

Release: 1977

ISBN: giJUAAAAYAAJ

Description: Four theorems are proven, which simplify the application to econometric models of Weiss's theorem on asymptotic properties of maximum likelihood estimators in nonstandard cases. The theorems require, roughly: the uniform convergence in any compact sets of the unknown parameters of the expection of the Hessian matrix of the log likelihood function; and the uniform convergence to 0 in the same sense of the variance of the same quantities. The fourth theorem allows one to conclude that the optimal properties hold on an image set of the parameters when the map satisfies certain smoothness conditions, and the first three theorems are satisfied for the original parameter set. These four theorems are applied to autoregressive models, nonlinear models, systems of equations, and probit and logit models to infer optimal asymptotic properties. (Author).We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Optimal Asymptotic Properties of Maximum Likelihood Estimators of Parameters of Some Econometric Models. To get started finding Optimal Asymptotic Properties of Maximum Likelihood Estimators of Parameters of Some Econometric Models, you are right to find our website which has a comprehensive collection of manuals listed.
Our library is the biggest of these that have literally hundreds of thousands of different products represented.

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Optimal Asymptotic Properties of Maximum Likelihood Estimators of Parameters of Some Econometric Models

Optimal Asymptotic Properties of Maximum Likelihood Estimators of Parameters of Some Econometric Models

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