Full-information estimates of a nonlinear macroeconometric model

DOI10.1016/0304-4076(80)90080-9zbMath0456.62085OpenAlexW2007004177MaRDI QIDQ1150990

Ray C. Fair, William R. Parke

Publication date: 1980

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

Full work available at URL: https://cowles.yale.edu/sites/default/files/files/pub/d05/d0519.pdf

zbMATH Keywords

maximum-likelihoodfull-information estimatesnonlinear three-stage least squaresnonlinear two-stage least squares

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

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• On the computational competitiveness of full-information maximum- likelihood and three-stage least-squares in the estimation of nonlinear, simultaneous-equations models
• The nonlinear two-stage least-squares estimator
• An Algorithm for FIML and 3SLS Estimation of Large Nonlinear Models
• An Instrumental Variable Approach to Full Information Estimators for Linear and Certain Nonlinear Econometric Models
• Asymptotic Theory and Large Models
• The Maximum Likelihood and the Nonlinear Three-Stage Least Squares Estimator in the General Nonlinear Simultaneous Equation Model
• A Note on the Computation of the Tobit Estimator
• The Computation of FIML Estimates as Iterative Generalized Least Squares Estimates in Linear and Nonlinear Simultaneous Equations Models
• Specification Tests in Econometrics
• The Estimation of Simultaneous Equation Models with Lagged Endogenous Variables and First Order Serially Correlated Errors
• Application of Least Squares Regression to Relationships Containing Auto- Correlated Error Terms

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