The Maximum Likelihood and the Nonlinear Three-Stage Least Squares Estimator in the General Nonlinear Simultaneous Equation Model

Cited In (37)

On the computational competitiveness of full-information maximum- likelihood and three-stage least-squares in the estimation of nonlinear, simultaneous-equations models
Instrumental variable quantile regression: a robust inference approach
Minimum chi-square estimation and tests for model selection
Estimating asymptotic standard errors and inconsistencies of impact multipliers in nonlinear econometric models
Testing normality: a GMM approach
An MCMC approach to classical estimation.
Asymptotic efficiency in estimation with conditional moment restrictions
Full-versus limited-information estimation of a rational-expectations model. Some numerical comparisons
Generalized least squares estimation of multivariate nonlinear models with missing data
An IV estimator for a functional coefficient model with endogenous discrete treatments
Inference for high-dimensional instrumental variables regression
A novel robust multivariate regression approach to optimize multiple surfaces
Two-step two-stage least squares estimation in models with rational expectations
Simultaneous equations and panel data
Estimating systems of equations with different instruments for different equations
Moment-based estimation of smooth transition regression models with endogenous variables
Full-information estimates of a nonlinear macroeconometric model
Third-order inference for autocorrelation in nonlinear regression models
Adaptive estimation of regression models via moment restrictions
Statistical inference for a system of simultaneous, non-linear, implicit equations in the context of instrumental variable estimation
Nonlinear errors in variables estimation of some Engel curves
Large system of seemingly unrelated regressions: a penalized quasi-maximum likelihood estimation perspective
Inference on transformed stationary time series
Efficient estimation of panel data models with strictly exogenous explanatory variables
A note on the asymptotic lower bound for the covariance matrix of the GMM estimator of the parameters of agents' utility functions
Calibration of macroeconomic models with incomplete data—A systems approach
Three-stage least squares with different instruments for different equations
On the efficient estimation methods for the macro-economic models nonlinear in variables
Instrumental quantile regression inference for structural and treatment effect models
Nonconvexities, labor hoarding, technology shocks, and procyclical productivity. A structural econometric analysis
Improving the performance of random coefficients demand models: the role of optimal instruments
Pivotal estimation via square-root lasso in nonparametric regression
Robust estimators for simultaneous equations models
Income vulnerability of rural households in Bangladesh: a comparison between Bayesian and classical methods
The behavior of trust-region methods in FIML-estimation
Empirical likelihood estimation and consistent tests with conditional moment restrictions
A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators

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