On the computational competitiveness of full-information maximum- likelihood and three-stage least-squares in the estimation of nonlinear, simultaneous-equations models

DOI10.1016/0304-4076(79)90077-0zbMath0409.62107OpenAlexW2095582746MaRDI QIDQ1259131

David A. Belsley

Publication date: 1979

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

Full work available at URL: https://doi.org/10.1016/0304-4076(79)90077-0

zbMATH Keywords

Computational CompetitivenessEstimation of Nonlinear Simultaneous-Equations ModelsFull-Information Maximum-LikelihoodThree-Stage Least-Squares

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Numerical computation of solutions to systems of equations (65H10) Algorithms for approximation of functions (65D15) Probabilistic methods, stochastic differential equations (65C99)

Related Items

The behavior of trust-region methods in FIML-estimation, On the efficient computation of the nonlinear full-information maximum- likelihood estimator, Full-information estimates of a nonlinear macroeconometric model

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