A General Procedure for Obtaining Maximum Likelihood Estimates in Generalized Regression Models

Cited In (43)

Estimating economic relations from incomplete cross-section/time-series data
Anisotropic orthogonal Procrustes analysis
Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions.
Full maximum likelihood estimation of second-order autoregressive error models
Neoclassical econometries: The kernel
Small sample properties of estimators in the autocorrelated error model: a review and some additional simulations
Nonlinear least squares and maximum likelihood estimation of a heteroscedastic regression model
Maximum likelihood estimation of spatially and serially correlated panels with random effects
Robustness of tests for error components models to non-normality
Comparing alternative tests of causality in temporal systems. Analytic results and experimental evidence
Two reduced-form approaches to the derivation of the maximum-likelihood estimators for simultaneous-equation systems
Computing all roots of the likelihood equations of seemingly unrelated regressions
Demand systems with unit values: A comparison of two specifications
A note on the computation of maximum likelihood estimates in linear regression models with autocorrelated errors
A study of multiple-output production functions: Klein's railroad study revisited
Predicting the exchange rate path: the importance of using up-to-date observations in the forecasts
Structural changes in the cointegrated vector autoregressive model
Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix
A PROCEDURE FOR OBTAINING M-ESTIMATES IN REGRESSION MODELS WITH SERIALLY DEPENDENT ERRORS
A simulation study of estimators of sur models with unequal numbers of observationsand with non-normal disturbances
Simulated latent variable estimation of models with ordered categorical data
Long monthly temperature series and the vector seasonal shifting mean and covariance autoregressive model
Adaptive Testing for Cointegration With Nonstationary Volatility
Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models
Ridge estimation of the VAR(1) model and its time series chain graph from multivariate time-course omics data
Maximum likelihood estimation of random effects models
Stochastic specification and estimation of share equation systems
Estimation of a general linear model with an unobservable stochastic variable
Anisotropic generalized procrustes analysis
Least absolute error estimation in the presence of serial correlation
A monotonic property for iterative GLS in the two-way random effects model
Using mixtures in seemingly unrelated linear regression models with non-normal errors
Misspecified heterogeneity in panel data models
On fitting distributed lag models subject to polynomial restrictions
Regression with autoregressive errors-some asymptotic results
Regression systems for unbalanced panel data: a stepwise maximum likelihood procedure
ROS regression: integrating regularization with optimal scaling regression
Systems of seemingly unrelated regression equations with time varying coefficients -- an interplay of Kalman filtering, scoring, EM- and MINQUE-method
Highly accurate likelihood analysis for the seemingly unrelated regression problem
Estimated elasticities from regulated and unregulated cost functions
Goodness-of-fit for allocation models
Joint estimation and testing for functional form and heteroskedasticity
Maximum Likelihood Estimation of a Labour Demand System. An Application of a Model of Seemingly Unrelated Regression Equations with the Regression Errors Composed of Two Components

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