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Probability Limits, Asymptotic Distributions, and Properties of Maximum Likelihood Estimators

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Econometrics

Part of the book series: Springer Study Edition ((SSE))

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Abstract

The purpose of this chapter is to introduce certain basic results from probability and statistical theory. A thorough understanding of such results is quite essential to those wishing a complete grasp of econometric theory, as well as to those whose interest lies in the competent practice of econometrics.

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References

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Authors and Affiliations

  1. Columbia University, USA

    Phoebus J. Dhrymes (Professor of Economics)

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  1. Phoebus J. Dhrymes
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© 1974 Springer-Verlag New York Inc

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Dhrymes, P.J. (1974). Probability Limits, Asymptotic Distributions, and Properties of Maximum Likelihood Estimators. In: Econometrics. Springer Study Edition. Springer, New York, NY. https://doi.org/10.1007/978-1-4613-9383-2_3

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  • DOI: https://doi.org/10.1007/978-1-4613-9383-2_3

  • Publisher Name: Springer, New York, NY

  • Print ISBN: 978-0-387-90095-7

  • Online ISBN: 978-1-4613-9383-2

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