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Dagenais, Marcel G.

The computation of FIML estimates as iterative generalized least squares estimates in linear and nonlinear simultaneous equations models. (English) Zbl 0391.62081

Econometrica 46, 1351-1362 (1978).
Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page
scan of Zbl 0391.62081

Cited in 4 Documents

MSC:

62P20 Applications of statistics to economics

Keywords:

Iterative Ge Neralized Least Squares; Nonlinear Simultaneous Equations Models; Numerical Algorithm; Computation of Medium Size Econometric Models; Full Information Maximum Likelihood Estimators; Linear Empirical Econometric Models
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