Approximate Distributions in Essentially Linear Models

Mark Y An (), Bent Jesper Christensen () and N.M. Kiefer

Working Papers from Centre for Labour Market and Social Research, Danmark-

Abstract: A new class of regression type models termed essentially linear models is proposed. The class is characterized by geometric considerations. Within the class the distribution of the maximum likelihood estimator is easily approximated by a natural extension of the p-formula even though the MLE itself is not typically achievable in closed form. The method has many econometric applications and works well in practice.

Keywords: ECONOMETRIC MODELS; MODELS Aarhus C, Danmark. 12p. (search for similar items in EconPapers)
JEL-codes: C10 C20 C51 (search for similar items in EconPapers)
Date: 1998

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
Working Paper: Approximate Distributions in Essentially Linear Models (1998)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:fth:clmsre:98-08

Access Statistics for this paper

More papers in Working Papers from Centre for Labour Market and Social Research, Danmark-
Address: Danmark; Centre for Labour Market and Social Research. Science Park Aarhus Wieds Vej 10C, 8000 Aarhus C, Danmark
Contact information at EDIRC.
Series data maintained by Thomas Krichel ().