This article considers inference about the variance of coefficients in time-varying parameter models with stationary regressors. The Gaussian maximum likelihood estimator (MLE) has a large point mass ...
Sankhyā: The Indian Journal of Statistics, Series B (1960-2002), Vol. 48, No. 1 (Apr., 1986), pp. 144-150 (7 pages) New recurrence relations for the modified Stirling and C-numbers defined and used by ...
Identify characteristics of “good” estimators and be able to compare competing estimators. Construct sound estimators using the techniques of maximum likelihood and method of moments estimation.
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