Weak Identification in Maximum Likelihood: A Question of Information
In this paper we connect the discrepancy between two estimates of Fisher information, one based on the quadratic variation of the score and the other based on the negative Hessian of the log-likelihood, to weak identification. Classical asymptotic approximations assume that these two estimates are a...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Article |
| Language: | English |
| Published: |
American Economic Association,
2015-03-19T20:35:43Z.
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| Subjects: | |
| Online Access: | Get fulltext |