The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis

Author:

Bera Anil K.,Bilias Yannis

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference130 articles.

1. R.A. Fisher and the making of maximum likelihood 1912–1922;Aldrich;Statistical Science,1997

2. Implied probabilities in GMM estimators;Back;Econometrica,1993

3. Bennett, T.L., 1907–1908. Errors of observation. Technical Lecture, Number 4, Survey Department, Ministry of Finance, National Printing Department, Cairo, Egypt.

4. Hypothesis testing in the 20th Century with a special reference to testing with misspecified models;Bera,2000

5. Bera, A.K., Bilias, Y., 2000. The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis. Working Paper, Department of Economics, University of Illinois.

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