Maximum likelihood estimation of singular systems of equations
Hung-pin Lai ()
Economics Letters, 2008, vol. 99, issue 1, 51-54
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.
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:99:y:2008:i:1:p:51-54
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