Questions from Econometrics

Q: Using the results in Example 13.5, estimate the asymptotic

Using the results in Example 13.5, estimate the asymptotic covariance matrix of the method of moments estimators of P and  based on m( and m( . [Note: You will need to use the data in Example C.1 t...

Q: Exponential Families of Distributions. For each of the following distributions,

Exponential Families of Distributions. For each of the following distributions, determine whether it is an exponential family by examining the log-likelihood function. Then identify the sufficient sta...