The nonlinear limited-information maximum- likelihood estimator and the modified nonlinear two-stage least-squares estimator

Journal of Econometrics - Tập 3 Số 4 - Trang 375-386 - 1975
Takeshi Amemiya1
1Stanford University, Stanford, Calif. 94305 U.S.A.

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Tài liệu tham khảo

Amemiya, 1974, The nonlinear two-stage least-squares estimator, Journal of Econometrics, 2, 105, 10.1016/0304-4076(74)90033-5

Amemiya, 1967, A comparative study of alternative estimators in a distributed lag model, Econometrica, 35, 509, 10.2307/1905652

Berndt, 1974, Estimation and inference in nonlinear structural models, Annals of Social and Economic Measurement, 3, 653

Jorgenson, 1974, Efficient estimation of nonlinear simultaneous equations with additive disturbances, Annals of Social and Economic Measurement, 3, 615

Kelejian, 1973, Efficient instrumental variable estimation of large scale nonlinear econometric models