Maximum Likelihood and Iterated Aitken Estimation of Nonlinear Systems of Equations

DOI10.2307/2285313MaRDI QIDQ4109130zbMATH OpenOpenAlexFDO

Authors William A. Barnett

Publication date 1976

Full work available at URL https://doi.org/10.2307/2285313

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

Cited in

(11)

• Stochastic specification and estimation of share equation systems
• Maximum likelihood estimation of econometric frontier functions
• Economic monetary aggregates. An application of index number and aggregation theory
• On the efficient estimation methods for the macro-economic models nonlinear in variables
• Seemingly unrelated regressions under additive heteroscedasticity. Theory and share equation applications
• Seminonparametric Bayesian estimation of the asymptotically ideal production model
• Consumer preferences and demand systems
• Introduction to internally consistent modeling, aggregation, inference, and policy
• A monte carlo study on two methods of calculating the mle's covariance matrix in a seemingly unrelated nonlinear regression.^*
• On the Mean Value Theorem for Estimating Functions
• Imposing curvature and monotonicity on flexible functional forms: an efficient regional approach

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