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Gallant, A. Ronald; Holly, Alberto

Statistical inference in an implicit, nonlinear, simultaneous equation model in the context of maximum likelihood estimation. (English) Zbl 0456.62022

Econometrica 48, 697-720 (1980).
Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page
scan of Zbl 0456.62022

Cited in 17 Documents

MSC:

62F05 Asymptotic properties of parametric tests
62P20 Applications of statistics to economics
62F10 Point estimation

Keywords:

implicit, nonlinear, simultaneous equation model; maximum likelihood estimation; asymptotic approximations of power; Wald test; Lagrange multiplier test; Rao efficient score test; likelihood ratio test
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