Two-Stage Least Squares and Econometric Systems Linear in Parameters but Nonlinear in the Endogenous Variables
- 1 June 1971
- journal article
- research article
- Published by JSTOR in Journal of the American Statistical Association
- Vol. 66 (334) , 373
- https://doi.org/10.2307/2283938
Abstract
It is demonstrated that a variant of the two-stage least squares technique can be used to estimate the parameters of a nonlinear model. To do this, the reduced form equations of such models are derived and discussed; then certain problems particular to the estimation of nonlinear models are considered.Keywords
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