Superconsistent estimation and inference in structural econometric models using extreme order statistics
Year of publication: |
2002
|
---|---|
Authors: | Donald, Stephen G. ; Paarsch, Harry J. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 109.2002, 2, p. 305-340
|
Subject: | Schätztheorie | Estimation theory | Theorie | Theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
-
Generalized selection bias and the decomposition of wage differentials
Yun, Myeong-Su, (1999)
-
Selection bias and the decomposition of wage differentials
Yun, Myeong-Su, (2000)
-
Estimation and inference in short panel vector autoregressions with unit roots and cointegration
Binder, Michael, (2000)
- More ...
-
Donald, Stephen G., (1996)
-
Piecewise Pseudo-Maximum Likelihood Estimation in Empirical Models of Auctions
Donald, Stephen G., (1993)
-
An empirical model of the multi-unit, sequential, clock auction
Paarsch, Harry J., (2006)
- More ...