The nonlinear limited-information maximum-likelihood estimator and the modified nonlinear two-stage least-squares estimator

DOI10.1016/0304-4076(75)90054-8zbMath0318.62087OpenAlexW2062881616MaRDI QIDQ1222497

Takeshi Amemiya

Publication date: 1975

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(75)90054-8

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05)

Related Items (8)

A note on variable addition tests for linear and log-linear models ⋮ Two-stage intrumental variable estimators for the nonlinear errors-in- variables model ⋮ Exclusion restrictions in instrumental variables equations ⋮ A note on non-linear limited-information maximum-likelihood ⋮ Best Spatial Two‐Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances ⋮ Recursive maximum likelihood method for the identification of Hammerstein ARMAX system ⋮ Moment-based estimation of smooth transition regression models with endogenous variables ⋮ Instrumental variable estimator for the nonlinear errors-in-variables model

Cites Work

• The nonlinear two-stage least-squares estimator
• A Comparative Study of Alternative Estimators in a Distributed Lag Model

This page was built for publication: The nonlinear limited-information maximum-likelihood estimator and the modified nonlinear two-stage least-squares estimator