Superconsistent estimation and inference in structural econometric models using extreme order statistics

Journal of Econometrics

Volumn 109, Issue 2, 2002, Pages 305-340

  Donald, Stephen G ^a   Paarsch, Harry J ^b  

^a UNIVERSITY OF TEXAS   (United States)

^b UNIVERSITY OF IOWA   (United States)

Author keywords

Maximum likelihood estimators; Parameter support problems; Structural econometrics

Indexed keywords

MATHEMATICAL MODELS; MATRIX ALGEBRA; MAXIMUM LIKELIHOOD ESTIMATION; METHOD OF MOMENTS; PROBLEM SOLVING; STATISTICAL METHODS;

STRUCTURAL ECONOMETRICS; SUPERCONSISTENT ESTIMATION;

ECONOMICS;

EID: 0141912578     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(02)00116-1     Document Type: Article

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