Maximum Likelihood Estimation of the Symmetric and Asymmetric Exponential Power Distribution
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- Newey, Whitney K. & McFadden, Daniel, 1986. "Large sample estimation and hypothesis testing," Handbook of Econometrics, in: R. F. Engle & D. McFadden (ed.), Handbook of Econometrics, edition 1, volume 4, chapter 36, pages 2111-2245, Elsevier.
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More about this item
Keywords
Maximum Likelihood estimation; Asymmetric Exponential Power; Information matrix;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2006-09-03 (Econometrics)
- NEP-TID-2006-09-03 (Technology and Industrial Dynamics)
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