MAXIMUM LIKELIHOOD AND NONLINEAR 3-STAGE LEAST-SQUARES ESTIMATOR IN GENERAL NONLINEAR SIMULTANEOUS EQUATION MODEL

被引：220

作者：

AMEMIYA, T ^{[1
]}

机构：

[1] STANFORD UNIV,STANFORD,CA 94305

来源：

ECONOMETRICA | 1977年 / 45卷 / 04期

关键词：

D O I：

10.2307/1912684

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：955 / 968

页数：14

共 50 条

[1] A NOTE ON 2-STAGE LEAST-SQUARES, 3-STAGE LEAST-SQUARES AND MAXIMUM-LIKELIHOOD ESTIMATION IN AN EXPECTATIONS MODEL
TURKINGTON, DA
INTERNATIONAL ECONOMIC REVIEW, 1985, 26 (02) : 507 - 510
[2] 3-STAGE LEAST-SQUARES AND FULL MAXIMUM-LIKELIHOOD ESTIMATES
SARGAN, JD
ECONOMETRICA, 1964, 32 (1-2) : 77 - 81
[3] MAXIMUM LIKELIHOOD, MINIMUM CHI-SQUARE AND NONLINEAR WEIGHTED LEAST-SQUARES ESTIMATOR IN GENERAL QUALITATIVE RESPONSE MODEL
AMEMIYA, T
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1976, 71 (354) : 347 - 351
[4] 3-STAGE LEAST-SQUARES - SIMULTANEOUS ESTIMATION OF SIMULTANEOUS-EQUATIONS
ZELLNER, A
THEIL, H
ECONOMETRICA, 1962, 30 (01) : 54 - 78
[5] SMALL SAMPLE AND ASYMPTOTIC RELATIONS BETWEEN MAXIMUM LIKELIHOOD AND 3-STAGE LEAST-SQUARES ESTIMATORS
DHRYMES, PJ
ECONOMETRICA, 1973, 41 (02) : 357 - 364
[6] BIAS OF 3-STAGE LEAST-SQUARES ESTIMATORS IN SIMULTANEOUS EQUATIONS
KAKWANI, NC
AUSTRALIAN JOURNAL OF STATISTICS, 1971, 13 (01): : 19 - 26
[7] BEST NONLINEAR 3-STAGE LEAST-SQUARES ESTIMATION OF CERTAIN ECONOMETRIC-MODELS
ROBINSON, PM
ECONOMETRICA, 1991, 59 (03) : 755 - 786
[8] GENERALIZED LEAST-SQUARES AND MAXIMUM LIKELIHOOD ESTIMATION OF NONLINEAR FUNCTIONAL RELATIONSHIPS
DOLBY, GR
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 1972, 34 (03) : 393 - 400
[9] NONLINEAR LEAST-SQUARES AND MAXIMUM-LIKELIHOOD ESTIMATION OF A HETEROSCEDASTIC REGRESSION-MODEL
ANH, VV
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1988, 29 (02) : 317 - 333
[10] Structural equation models that are nonlinear in latent variables: A least-squares estimator
Bollen, KA
SOCIOLOGICAL METHODOLOGY 1995, VOL 25, 1995, 25 : 223 - 251

← 1 2 3 4 5 →