MULTIPLE EQUATION SYSTEMS WITH STATIONARY ERRORS.

The article reports on the development of an efficient estimation method when there is no set of independent random vectors and to prove some asymptotic theorems concerning the results. When a variable is assumed to be Gaussian, the likelihood function is established and maximized. The asymptotic di...

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Detalles Bibliográficos
Publicado en:Econometrica Vol. 41; no. 2; pp. 299 - 321
Autores principales: Hannan, E. J., Terrell, R. D.
Formato: Artículo
Publicado: Wiley-Blackwell Mar1973
Materias:
Acceso en línea:Ver este registro en EBSCOhost
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      dt: Mar1973
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        atl: MULTIPLE EQUATION SYSTEMS WITH STATIONARY ERRORS.
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        au:
          Hannan, E. J.
          Terrell, R. D.
        affil: The Australian National University
      su:
        Asymptotic expansions
        Difference equations
        Stochastic convergence
        Estimation theory
        Distribution (Probability theory)
        Central limit theorem
        Numerical analysis
        Mathematical functions
        Probability theory
      sug:
        subj:
          Asymptotic expansions
          Difference equations
          Stochastic convergence
          Estimation theory
          Distribution (Probability theory)
          Central limit theorem
          Numerical analysis
          Mathematical functions
          Probability theory
      ab: The article reports on the development of an efficient estimation method when there is no set of independent random vectors and to prove some asymptotic theorems concerning the results. When a variable is assumed to be Gaussian, the likelihood function is established and maximized. The asymptotic distribution for the maximum likelihood estimates can be found by removing the Gaussian assumption. The estimates are regarded as efficient if they had the same asymptotic distribution as the maximum likelihood estimates.
      pubtype: Academic Journal
      doctype: Article
      src: R
    language: English
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          year: 1973
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