Computational efficiency of FIML estimation
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Economics and Econometrics
Reference15 articles.
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2. On the efficient computation of the nonlinear full-information maximum-likelihood estimator;Belsley;Journal of Econometrics,1980
3. Estimation and inference in nonlinear structural models;Berndt;Annals of Economic and Social Measurement,1974
4. Gradient methods in FIML estimation of econometric models;Calzolari,1987
5. The computation of FIML estimates as iterative generalized least squares estimates in linear and nonlinear simultaneous equations models;Dagenais;Econometrica,1978
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