论文检索

四阶伪最大似然方法AI 解读

We extend PML theory to account for information on the conditional moments up to order four, but without assuming a parametric model, to avoid a risk of misspecification of the conditional distribution. The key statistical tool is the quartic exponential family, which allows us to generalize the PML2 and QGPML1 methods proposed in Gourieroux et al. (1984) to PML4 and QGPML2 methods, respectively. An asymptotic theory is developed. The key numerical tool that we use is the…

摘要暂缺

摘要暂缺

摘要暂缺

摘要暂缺

摘要暂缺

摘要暂缺

摘要暂缺

摘要暂缺

摘要暂缺

摘要暂缺

回归参数受不等式约束时线性模型的似然比、Wald 与 Kuhn–Tucker 检验AI 解读

This paper considers the problem of testing statistical hypotheses in linear regression models with inequality constraints on the regression coefficients. The Kuhn-Tucker multiplier test statistic is defined and its relationships with the likelihood ratio test and the Wald test are examined. It is shown, in particular, that these relationships are the same as in the equality constrained case. It is emphasized, however, that their common asymptotic distribution is a mixture…

摘要暂缺

隐式非线性联立方程模型中最大似然估计框架下的统计推断AI 解读

A. Ronald Gallant, Alberto Holly, Statistical Inference in an Implicit, Nonlinear, Simultaneous Equation Model in the Context of Maximum Likelihood Estimation, Econometrica, Vol. 49, No. 2 (Mar., 1981), p. 554

隐式非线性联立方程模型中基于最大似然估计的统计推断AI 解读

A. Ronald Gallant, Alberto Holly, Statistical Inference in an Implicit, Nonlinear, Simultaneous Equation Mode in the Context of Maximum Likelihood Estimation, Econometrica, Vol. 48, No. 3 (Apr., 1980), pp. 697-720