On the efficient computation of the nonlinear full-information maximum- likelihood estimator

DOI10.1016/0304-4076(80)90091-3zbMath0449.65092OpenAlexW2089720813MaRDI QIDQ1147506

David A. Belsley

Publication date: 1980

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(80)90091-3

zbMATH Keywords

test modelsnon-linear full information maximum likelihood estimatorreducing the computational costsparse matrix methodology

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Analysis of algorithms and problem complexity (68Q25) Probabilistic methods, stochastic differential equations (65C99)

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Uses Software

• MA28

Cites Work

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