Neoclassical econometries: The kernel

DOI10.1016/0022-247X(88)90208-9zbMath0637.62107MaRDI QIDQ1098537

Michael J. Hartley

Publication date: 1988

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

optimization problemsmissing datadeterministic modelsprofit-maximizing firmadditive normally distributed errorsregression-based stochastic modelsstatic equality-constrained neoclassical modelsutility-maximizing household

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Trade models (91B60)

Related Items (1)

Neoclassical econometries: The kernel

Cites Work

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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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