A monte carlo study on two methods of calculating the mle's covariance matrix in a seemingly unrelated nonlinear regression.*

DOI10.1080/07474939508800323MaRDI QIDQ4853102zbMATH OpenOpenAlexFDO

Authors Mark J. Jensen

Publication date 13 December 1995

Published in Econometric Reviews (Search for Journal in Brave)

Full work available at URL https://mpra.ub.uni-muenchen.de/39020/1/MPRA_paper_39020.pdf

Mathematics Subject Classification ID

General nonlinear regression (62J02) Applications of statistics to economics (62P20)

Cites work

• A Rapidly Convergent Descent Method for Minimization
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
• scientific article; zbMATH DE number 3434984 (Why is no real title available?)
• Least squares and maximum likelihood estimation of non-linear systems
• Maximum Likelihood and Iterated Aitken Estimation of Nonlinear Systems of Equations
• On the efficient computation of the nonlinear full-information maximum- likelihood estimator
• Seemingly unrelated nonlinear regressions

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