The behavior of trust-region methods in FIML-estimation

DOI10.1007/BF02240175zbMath0597.62117MaRDI QIDQ1079317

Claus Weihs, Lorenzo Panattoni, Giorgio Calzolari

Publication date: 1987

Published in: Computing (Search for Journal in Brave)

zbMATH Keywords

likelihood functionnonlinear econometric modelsHessian approximationtrust-region algorithmsFIML-estimationglobal convergence speedlocal convergence speed

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Monte Carlo methods (65C05) Probabilistic methods, stochastic differential equations (65C99)

Related Items (2)

The behavior of trust-region methods in FIML-estimation ⋮ Self-selection and direct estimation of across-regime correlation parameter

Cites Work

• The behavior of trust-region methods in FIML-estimation
• On the efficient computation of the nonlinear full-information maximum- likelihood estimator
• On the computational competitiveness of full-information maximum- likelihood and three-stage least-squares in the estimation of nonlinear, simultaneous-equations models
• An Algorithm for FIML and 3SLS Estimation of Large Nonlinear Models
• Quasi-Newton Methods, Motivation and Theory
• The Maximum Likelihood and the Nonlinear Three-Stage Least Squares Estimator in the General Nonlinear Simultaneous Equation Model
• The Computation of FIML Estimates as Iterative Generalized Least Squares Estimates in Linear and Nonlinear Simultaneous Equations Models
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: The behavior of trust-region methods in FIML-estimation