On the efficient estimation methods for the macro-economic models nonlinear in variables
From MaRDI portal
Publication:1249409
DOI10.1016/0304-4076(78)90051-9zbMath0385.62087MaRDI QIDQ1249409
Publication date: 1978
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(78)90051-9
62P20: Applications of statistics to economics
Related Items
A comparison of estimators for undersized samples, Estimating asymptotic standard errors and inconsistencies of impact multipliers in nonlinear econometric models
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Several efficient two-step estimators for the dynamic simultaneous equations model with autoregressive disturbances
- Asymptotic relations between the likelihood estimating function and the maximum likelihood estimator
- The nonlinear two-stage least-squares estimator
- The iterative instrumental variables method and the full information maximum likelihood method for estimating interdependent systems
- Iterative Instrumental Variables Method and Estimation of a Large Simultaneous System
- An Instrumental Variable Approach to Full Information Estimators for Linear and Certain Nonlinear Econometric Models
- Maximum Likelihood and Iterated Aitken Estimation of Nonlinear Systems of Equations
- Asymptotic Theory and Large Models
- The Maximum Likelihood and the Nonlinear Three-Stage Least Squares Estimator in the General Nonlinear Simultaneous Equation Model
- Regression Analysis when the Dependent Variable Is Truncated Normal
- Asymptotic Properties of Maximum Likelihood Estimators in Some Nonstandard Cases, II
- Some Properties of Two Stage Least Squares as Applied to Nonlinear Models
- Efficient Estimation of Simultaneous Equation Systems
- Restrictions on the Reduced Form and the Rank and Order Conditions
- Asymptotic Efficiency of the Maximum Likelihood Estimator
- The Estimation of Nonlinear Econometric Systems
- On Fisher's Bound for Asymptotic Variances
- Asymptotic Properties of Maximum Likelihood Estimators in Some Nonstandard Cases
- Identification in Parametric Models
- A Simplified Structural Estimator for Large‐Scale Econometric Models1
- Restricted and Unrestricted Reduced Forms: Asymptotic Distribution and Relative Efficiency