An Instrumental Variable Approach to Full Information Estimators for Linear and Certain Nonlinear Econometric Models
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Cited in
(16)- Nonlinear models of analysis of variance
- Optimal instruments when the disturbances are small
- On the specification and estimation of large scale simultaneous structural macroeconometric models
- Recursive instrumental variable estimation of simultaneous equations with autoregressive disturbances
- Estimating systems of equations with different instruments for different equations
- Full-information estimates of a nonlinear macroeconometric model
- FIML estimation of the dynamic simultaneous equations model with ARMA disturbances
- Errors in variables in simultaneous equation models
- Seasonality in dynamic regression models. A comparative study of finite sample properties of various regression estimators including band spectrum regression
- Model selection in a system of simultaneous equations model
- Calibration of macroeconomic models with incomplete data—A systems approach
- Simultaneous equations with covariance restrictions
- On the efficient estimation methods for the macro-economic models nonlinear in variables
- A useful transformation for the multinomial logit-model (a short note)
- A general approach to Lagrange multiplier model diagnostics
- Modified three-stage least squares estimator which is third-order efficient
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