Gradient Methods in Fiml Estimation of Econometric Models

Author:

Calzolari Giorgio,Panattoni Lorenzo

Publisher

Springer Netherlands

Reference11 articles.

1. Amemiya, T. (1977): “The Maximum Likelihood and the Nonlinear Three-Stage Least Squares in the General Nonlinear Simultaneous Equation Model”, Econometrica 45, 955–968.

2. Belsley, D. A. (1980): “On the Efficient Computation of the Nonlinear Full-Information Maximum-Likelihood Estimator”, Journal of Econometrics 14, 203–225.

3. Berndt, E. K., B. H. Hall, R. E. Hall, and J. A. Hausman (1974): “Estimation and Inference in Nonlinear Structural Models”, Annals of Economic and Social Measurements 3, 653–665.

4. Calzolari, G. and L. Panattoni (1983): “Hessian and Approximated Hessian Matrices in Maximum Likelihood Estimation: A Monte Carlo Study”. Pisa: Centro Seientifico IBM, paper presented at the European Meeting of the Econometric Society, August 29–September 2.

5. Dagenais, M. G. (1978): “The Computation of FIML Estimates as Iterative Generalized Least Squares Estimates in Linear and Nonlinear Simultaneous Equations Models”, Econometrica 46, 1351–1362.

Cited by 1 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Computational efficiency of FIML estimation;Journal of Econometrics;1987-11

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