Neoclassical econometries: The kernel
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Publication:1098537
DOI10.1016/0022-247X(88)90208-9zbMath0637.62107MaRDI QIDQ1098537
Publication date: 1988
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
optimization problemsmissing datadeterministic modelsprofit-maximizing firmadditive normally distributed errorsregression-based stochastic modelsstatic equality-constrained neoclassical modelsutility-maximizing household
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- Imposing curvature restrictions on flexible functional forms
- Neoclassical econometries: The kernel
- Maximum Likelihood Estimation from Incomplete Data
- The Modified Gauss-Newton Method for the Fitting of Non-Linear Regression Functions by Least Squares
- Flexible Functional Forms and Global Curvature Conditions
- Calibration of macroeconomic models with incomplete data—A systems approach
- A General Procedure for Obtaining Maximum Likelihood Estimates in Generalized Regression Models
- Least squares, singular values and matrix approximations
- An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
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