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

DOI10.1016/0304-4076(75)90054-8MaRDI QIDQ1222497zbMATH OpenOpenAlexFDO

Authors 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

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

Cites work

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

Cited in

(9)

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

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