Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5062019 | Economics Letters | 2008 | 4 Pages |
Abstract
This paper deals with maximum likelihood estimation with singular systems of equations. We propose to estimate the singular systems by convoluted-likelihood functions. The consistency and asymptotic normality of the estimator are also established.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Hung-pin Lai,