Optimal asymptotic least squares estimation in a singular set-up

C-Tier
Journal: Economics Letters
Year: 2015
Volume: 128
Issue: C
Pages: 83-86

Score contribution per author:

1.009 = (α=2.02 / 1 authors) × 0.5x C-tier

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

Abstract

In this note, I extend the optimal asymptotic least squares estimation framework to deal with singularities in the asymptotic covariance of the distance function. Further, the relationship between the asymptotic least squares and maximum likelihood estimation frameworks in such a singular set-up is discussed.

Technical Details

RePEc Handle
repec:eee:ecolet:v:128:y:2015:i:c:p:83-86
Journal Field
General
Author Count
1
Added to Database
2026-01-25