Maximum likelihood estimators of the dagum model parameters

Czesław Domański and Alina Jędrzejczak

International Advances in Economic Research, 1998, vol. 4, issue 3, 243-252

Abstract: This paper will show the sample size needed to provide good maximum likelihood estimators of the Dagum model parameters. The principal goal of this study is to verify the asymptotic properties of these estimators for finite sample sizes comparable to the ones employed in the real surveys (for example, the Labor Force Survey). Copyright International Atlantic Economic Society 1998

Date: 1998
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1007/BF02294893 (text/html)
Access to full text is restricted to subscribers.

Related works:
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: https://EconPapers.repec.org/RePEc:kap:iaecre:v:4:y:1998:i:3:p:243-252:10.1007/bf02294893

Ordering information: This journal article can be ordered from
http://www.springer.com/economics/journal/11294

DOI: 10.1007/BF02294893

Access Statistics for this article

International Advances in Economic Research is currently edited by Katherine S. Virgo

More articles in International Advances in Economic Research from Springer, International Atlantic Economic Society Contact information at EDIRC.
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().