Maximum likelihood estimation of singular systems of equations

C-Tier
Journal: Economics Letters
Year: 2008
Volume: 99
Issue: 1
Pages: 51-54

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

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.

Technical Details

RePEc Handle
repec:eee:ecolet:v:99:y:2008:i:1:p:51-54
Journal Field
General
Author Count
1
Added to Database
2026-01-25