An Algorithm for FIML and 3SLS Estimation of Large Nonlinear Models

DOI10.2307/1912530zbMath0473.62108OpenAlexW2121179395MaRDI QIDQ3928116

William R. Parke

Publication date: 1982

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://cowles.yale.edu/sites/default/files/files/pub/d05/d0537.pdf

zbMATH Keywords

full information maximum likelihoodnonlinear three-stage least squares estimates

Mathematics Subject Classification ID

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

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