A Monte Carlo study on two methods of calculating the MLE's covariance matrix in a seemingly unrelated nonlinear regression
Mark Jensen
| Year of publication: |
1995
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|---|---|
| Authors: | Jensen, Mark J. |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 14.1995, 3, p. 315-330
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| Subject: | Schätztheorie | Estimation theory | Simulation | Neoklassische Theorie | Neoclassical economics | Ökonometrie | Econometrics | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | MLE = Maximum likelihood estimator |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001185178