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

DOI10.2307/1912530MaRDI QIDQ3928116zbMATH OpenOpenAlexFDO

Authors 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)

Cited in

(3)

• The behavior of trust-region methods in FIML-estimation
• Full-information estimates of a nonlinear macroeconometric model
• Tensor methods for full-information maximum likelihood estimation: Unconstrained estimation

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