Three-stage least-squares estimation for a system of simultaneous, nonlinear, implicit equations

DOI10.1016/0304-4076(77)90035-5MaRDI QIDQ1229543zbMATH OpenOpenAlexFDO

Authors A. Ronald Gallant

Publication date 1977

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

Full work available at URL https://doi.org/10.1016/0304-4076(77)90035-5

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Algorithms for approximation of functions (65D15)

Cites work

• scientific article; zbMATH DE number 3350922 (Why is no real title available?)
• scientific article; zbMATH DE number 3366405 (Why is no real title available?)
• Asymptotic Properties of Non-Linear Least Squares Estimators
• Nonlinear Regression
• Restrictions on the Reduced Form and the Rank and Order Conditions
• Seemingly unrelated nonlinear regressions
• The Consistency of Nonlinear Regressions
• The Estimation of Nonlinear Econometric Systems
• The nonlinear two-stage least-squares estimator

Cited in

(7)

• Estimating systems of equations with different instruments for different equations
• Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts
• Ergodic theorems for extended real-valued random variables
• Costs and benefits of peak-load pricing of electricity. A continuous-time econometric approach
• Instrumental variable estimator for the nonlinear errors-in-variables model
• Two-stage intrumental variable estimators for the nonlinear errors-in- variables model
• Statistical inference for a system of simultaneous, non-linear, implicit equations in the context of instrumental variable estimation

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