Superconsistent estimation and inference in structural econometric models using extreme order statistics
- Author
- DONALD, Stephen G1 ; PAARSCH, Harry J2
[1] Department of Economics, University of Texas, TX 78712, United States
[2] Department of Economics, University of Iowa, lowa City, IA 52242-1000, United States - Source
Journal of econometrics. 2002, Vol 109, Num 2, pp 305-340, 36 p ; ref : 23 ref
- CODEN
- JECMB6
- ISSN
- 0304-4076
- Scientific domain
- Control theory, operational research; Mathematics
- Publisher
- Elsevier, Amsterdam
- Publication country
- Netherlands
- Document type
- Article
- Language
- English
- Keyword (fr)
- Consistance Distribution statistique Econométrie Estimateur convergent Estimation statistique Fonction répartition Fonction vraisemblance Implémentation Loi limite Maximum vraisemblance Modèle structure Modèle économétrique Moment statistique Méthode moment Méthode statistique Paramètre nuisance Sciences économiques Théorie approximation 62E17 62P20
- Keyword (en)
- Consistency Statistical distribution Econometrics Consistent estimator Statistical estimation Distribution function Likelihood function Implementation Limit distribution Maximum likelihood Structural model Econometric model Statistical moment Moment method Statistical method Nuisance parameter Economics Approximation theory
- Keyword (es)
- Consistencia Distribución estadística Econometría Estimador convergente Estimación estadística Función distribución Función verosimilitud Ejecución Ley límite Maxima verosimilitud Modelo estructura Modelo econométrico Momento estadístico Método momento Método estadístico Parámetro daño Ciencias económicas
- Classification
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02F Distribution theory
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02N Applications / 001A02H02N2 Insurance, economics, finance
- Discipline
- Mathematics
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 13793428
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
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DOI
10.1016/S0304-4076(02)00116-1 
https://dx.doi.org/10.1016/S0304-4076(02)00116-1
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