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The Density of the Maximum Likelihood Estimator

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  • Grant Hillier
  • Mark Armstrong

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Suggested Citation

  • Grant Hillier & Mark Armstrong, 1999. "The Density of the Maximum Likelihood Estimator," Econometrica, Econometric Society, vol. 67(6), pages 1459-1470, November.
  • Handle: RePEc:ecm:emetrp:v:67:y:1999:i:6:p:1459-1470
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    Cited by:

    1. Arvanitis, Stelios & Post, Thierry & Potì, Valerio & Karabati, Selcuk, 2021. "Nonparametric tests for Optimal Predictive Ability," International Journal of Forecasting, Elsevier, vol. 37(2), pages 881-898.
    2. Ismail, A.G., 1993. "Profit-sharing in the modelling of Islamic banks," Discussion Paper Series In Economics And Econometrics 9301, Economics Division, School of Social Sciences, University of Southampton.
    3. Hristos Tyralis & Demetris Koutsoyiannis & Stefanos Kozanis, 2013. "An algorithm to construct Monte Carlo confidence intervals for an arbitrary function of probability distribution parameters," Computational Statistics, Springer, vol. 28(4), pages 1501-1527, August.
    4. Beyer, A., 1995. "The causal link between money and prices in Germany," Discussion Paper Series In Economics And Econometrics 9501, Economics Division, School of Social Sciences, University of Southampton.
    5. Eddie Dekel & Michele Piccione, 1997. "On the Equivalence of Simultaneous and Sequential Binary Elections," Discussion Papers 1206, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
    6. Blackburn, K. & Mongiardino, A. & Sola, M., 1992. "Was there an "EMS Effect" in the European disinflation?," Discussion Paper Series In Economics And Econometrics 9201, Economics Division, School of Social Sciences, University of Southampton.
    7. Ulph, A. & Ulph, D., 1996. "Global warming, irreversibility and learning," Discussion Paper Series In Economics And Econometrics 9601, Economics Division, School of Social Sciences, University of Southampton.
    8. Solimene, L., 1994. "Total factor productivity in the Italian telecommunications industry," Discussion Paper Series In Economics And Econometrics 9401, Economics Division, School of Social Sciences, University of Southampton.
    9. Ulph, A., 1997. "Harmonisation, minimum standards and optimal international environmental policy under asymmetric information," Discussion Paper Series In Economics And Econometrics 9701, Economics Division, School of Social Sciences, University of Southampton.
    10. Christis Katsouris, 2023. "Optimal Estimation Methodologies for Panel Data Regression Models," Papers 2311.03471, arXiv.org, revised Nov 2023.

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