PML versus minimum $${\chi }^{2}$$ χ 2 : the comeback
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DOI: 10.1007/s13209-023-00280-4
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More about this item
Keywords
Covariance restrictions; Distributional misspecification; Efficiency bound; Finite normal mixtures; Partial adaptivity; Sieves;All these keywords.
JEL classification:
- C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General
- C36 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Instrumental Variables (IV) Estimation
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