Full-information estimates of a nonlinear macroeconometric model

DOI10.1016/0304-4076(80)90080-9MaRDI QIDQ1150990zbMATH OpenOpenAlexFDO

Authors 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

• scientific article; zbMATH DE number 3500902 (Why is no real title available?)
• scientific article; zbMATH DE number 3350922 (Why is no real title available?)
• A Note on the Computation of the Tobit 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
• Application of Least Squares Regression to Relationships Containing Auto- Correlated Error Terms
• Asymptotic Theory and Large Models
• On the computational competitiveness of full-information maximum- likelihood and three-stage least-squares in the estimation of nonlinear, simultaneous-equations models
• Specification Tests in Econometrics
• The Computation of FIML Estimates as Iterative Generalized Least Squares Estimates in Linear and Nonlinear Simultaneous Equations Models
• The Estimation of Simultaneous Equation Models with Lagged Endogenous Variables and First Order Serially Correlated Errors
• The Maximum Likelihood and the Nonlinear Three-Stage Least Squares Estimator in the General Nonlinear Simultaneous Equation Model
• The nonlinear two-stage least-squares estimator

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