COMPUTATION OF FIML ESTIMATES AS ITERATIVE GENERALIZED LEAST-SQUARES ESTIMATES IN LINEAR AND NON-LINEAR SIMULTANEOUS EQUATIONS MODELS

被引：13
作者：
DAGENAIS, MG
机构：
来源：
ECONOMETRICA | 1978年 / 46卷 / 06期
关键词：
D O I：
10.2307/1913833
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
引用
收藏
页码：1351 / 1362
页数：12
相关论文
共 10 条
[1]   MAXIMUM LIKELIHOOD AND NONLINEAR 3-STAGE LEAST-SQUARES ESTIMATOR IN GENERAL NONLINEAR SIMULTANEOUS EQUATION MODEL [J].
AMEMIYA, T .
ECONOMETRICA, 1977, 45 (04) :955-968
[2]  
BERNDT EK, 1974, ANN ECON SOC MEAS, V3, P653
[3]  
CHOW GC, 1973, ANN ECON SOC MEAS, V2, P17
[4]   A RAPIDLY CONVERGENT DESCENT METHOD FOR MINIMIZATION [J].
FLETCHER, R ;
POWELL, MJD .
COMPUTER JOURNAL, 1963, 6 (02) :163-&
[5]  
GILBRETH EB, 1948, CHEAPER DOZEN
[6]   INSTRUMENTAL VARIABLE APPROACH TO FULL INFORMATION ESTIMATORS FOR LINEAR AND CERTAIN NONLINEAR ECONOMETRIC MODELS [J].
HAUSMAN, JA .
ECONOMETRICA, 1975, 43 (04) :727-738
[7]  
HAUSMAN JA, 1974, ANN ECON SOC MEAS, V3, P641
[8]  
KLEIN JR, 1950, EC FLUCTUATIONS US
[9]   AN EFFICIENT METHOD OF ESTIMATING SEEMINGLY UNRELATED REGRESSIONS AND TESTS FOR AGGREGATION BIAS [J].
ZELLNER, A .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1962, 57 (298) :348-&
[10]  
[No title captured]
1