On the computational competitiveness of full-information maximum- likelihood and three-stage least-squares in the estimation of nonlinear, simultaneous-equations models (Q1259131): Difference between revisions

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scientific article

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English	On the computational competitiveness of full-information maximum- likelihood and three-stage least-squares in the estimation of nonlinear, simultaneous-equations models	scientific article

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instance of

scholarly article

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title

On the computational competitiveness of full-information maximum- likelihood and three-stage least-squares in the estimation of nonlinear, simultaneous-equations models (English)

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zbMATH Open document ID

0409.62107

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DOI

10.1016/0304-4076(79)90077-0

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author

David A. Belsley

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published in

Journal of Econometrics

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publication date

1979

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Mathematics Subject Classification ID

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Computational Competitiveness

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Full-Information Maximum-Likelihood

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Three-Stage Least-Squares

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Estimation of Nonlinear Simultaneous-Equations Models

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/0304-4076(79)90077-0

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OpenAlex ID

W2095582746

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cites work

The Maximum Likelihood and the Nonlinear Three-Stage Least Squares Estimator in the General Nonlinear Simultaneous Equation Model

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Comparison of Gradient Methods for the Solution of Nonlinear Parameter Estimation Problems

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A Generalized Classical Method of Linear Estimation of Coefficients in a Structural Equation

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Q3938378

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Q3847819

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Application of Least Squares Regression to Relationships Containing Auto- Correlated Error Terms

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Q5604208

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Quasi-Newton Methods, Motivation and Theory

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Computation of the exact likelihood function of an arima process

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The Estimation of Nonlinear Econometric Systems

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A Rapidly Convergent Descent Method for Minimization

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Calculating the Singular Values and Pseudo-Inverse of a Matrix

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The structure of simultaneous equations estimators

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Q5801713

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Q4403226

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A Comparative Monte Carlo Study of the Properties of Econometric Estimators

0 references

The exact likelihood function for a mixed autoregressive-moving average process

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On Certain Small Sample Properties of k-Class Estimators

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The Maximum Likelihood Estimation of Economic Relationships with Autoregressive Residuals

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Q4057472

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Q5674306

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Three-Stage Least Squares: Simultaneous Estimation of Simultaneous Equations

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Sitelinks

Mathematics(1 entry)

mardi Publication:1259131

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+The Maximum Likelihood and the Nonlinear Three-Stage Least Squares Estimator in the General Nonlinear Simultaneous Equation Model
+Normal rank
@@ Property / cites work @@
+Comparison of Gradient Methods for the Solution of Nonlinear Parameter Estimation Problems
+Normal rank
@@ Property / cites work @@
+A Generalized Classical Method of Linear Estimation of Coefficients in a Structural Equation
+Normal rank
@@ Property / cites work @@
+Q3938378
@@ Property / cites work: Q3938378 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3847819
@@ Property / cites work: Q3847819 / rank @@
+Normal rank
@@ Property / cites work @@
+Application of Least Squares Regression to Relationships Containing Auto- Correlated Error Terms
+Normal rank
@@ Property / cites work @@
+Q5604208
@@ Property / cites work: Q5604208 / rank @@
+Normal rank
@@ Property / cites work @@
+Quasi-Newton Methods, Motivation and Theory
@@ Property / cites work: Quasi-Newton Methods, Motivation and Theory / rank @@
+Normal rank
@@ Property / cites work @@
+Computation of the exact likelihood function of an arima process
+Normal rank
@@ Property / cites work @@
+The Estimation of Nonlinear Econometric Systems
@@ Property / cites work: The Estimation of Nonlinear Econometric Systems / rank @@
+Normal rank
@@ Property / cites work @@
+A Rapidly Convergent Descent Method for Minimization
+Normal rank
@@ Property / cites work @@
+Calculating the Singular Values and Pseudo-Inverse of a Matrix
+Normal rank
@@ Property / cites work @@
+The structure of simultaneous equations estimators
+Normal rank
@@ Property / cites work @@
+Q5801713
@@ Property / cites work: Q5801713 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4403226
@@ Property / cites work: Q4403226 / rank @@
+Normal rank
@@ Property / cites work @@
+A Comparative Monte Carlo Study of the Properties of Econometric Estimators
+Normal rank
@@ Property / cites work @@
+The exact likelihood function for a mixed autoregressive-moving average process
+Normal rank
@@ Property / cites work @@
+On Certain Small Sample Properties of k-Class Estimators
+Normal rank
@@ Property / cites work @@
+The Maximum Likelihood Estimation of Economic Relationships with Autoregressive Residuals
+Normal rank
@@ Property / cites work @@
+Q4057472
@@ Property / cites work: Q4057472 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5674306
@@ Property / cites work: Q5674306 / rank @@
+Normal rank
@@ Property / cites work @@
+Three-Stage Least Squares: Simultaneous Estimation of Simultaneous Equations
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+Publication:1259131