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