The Computation of FIML Estimates as Iterative Generalized Least Squares Estimates in Linear and Nonlinear Simultaneous Equations Models

DOI10.2307/1913833zbMath0391.62081OpenAlexW2087977753MaRDI QIDQ4172838

Marcel G. Dagenais

Publication date: 1978

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1913833

zbMATH Keywords

Numerical AlgorithmComputation of Medium Size Econometric ModelsFull Information Maximum Likelihood EstimatorsIterative Ge Neralized Least SquaresLinear Empirical Econometric ModelsNonlinear Simultaneous Equations Models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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