On the computational competitiveness of full-information maximum-likelihood and three-stage least-squares in the estimation of nonlinear, simultaneous-equations models
- 28 February 1979
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 9 (3) , 315-342
- https://doi.org/10.1016/0304-4076(79)90077-0
Abstract
No abstract availableKeywords
This publication has 16 references indexed in Scilit:
- The Maximum Likelihood and the Nonlinear Three-Stage Least Squares Estimator in the General Nonlinear Simultaneous Equation ModelEconometrica, 1977
- Computation of the exact likelihood function of an arima processJournal of Statistical Computation and Simulation, 1977
- Efficient Estimation of Simultaneous Equations with Auto-Regressive Errors by Instrumental VariablesThe Review of Economics and Statistics, 1972
- Comparison of Gradient Methods for the Solution of Nonlinear Parameter Estimation ProblemsSIAM Journal on Numerical Analysis, 1970
- On the Relative Small-Sample Properties of Several Structural-Equation EstimatorsEconometrica, 1967
- The Estimation of Nonlinear Econometric SystemsEconometrica, 1966
- On the Sensitivity of Simultaneous-Equations Estimators to the Stochastic Assumptions of the ModelsJournal of the American Statistical Association, 1966
- A Rapidly Convergent Descent Method for MinimizationThe Computer Journal, 1963
- A Generalized Classical Method of Linear Estimation of Coefficients in a Structural EquationEconometrica, 1957
- Application of Least Squares Regression to Relationships Containing Auto- Correlated Error TermsJournal of the American Statistical Association, 1949