FULL-INFORMATION ESTIMATES OF A NON-LINEAR MACROECONOMETRIC MODEL

[1] MAXIMUM LIKELIHOOD AND NONLINEAR 3-STAGE LEAST-SQUARES ESTIMATOR IN GENERAL NONLINEAR SIMULTANEOUS EQUATION MODEL [J]. ECONOMETRICA, 1977, 45 (04) : 955 - 968

[2] Amemiya T., 1974, J EC, V2, P105

[3] BELSLEY DA, J ECONOMETRICS

[4] BELSLEY DA, 1979, EFFICIENT COMPUTATIO

[5] CHOW GC, 1975, REV EC STATISTICS, V55, P104

[6] APPLICATION OF LEAST SQUARES REGRESSION TO RELATIONSHIPS CONTAINING AUTOCORRELATED ERROR TERMS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1949, 44 (245) : 32 - 61

[7] COMPUTATION OF FIML ESTIMATES AS ITERATIVE GENERALIZED LEAST-SQUARES ESTIMATES IN LINEAR AND NON-LINEAR SIMULTANEOUS EQUATIONS MODELS [J]. ECONOMETRICA, 1978, 46 (06) : 1351 - 1362

[8] FAIR RB, UNPUBLISHED

[9] FAIR RC, 1974, ANN ECON SOC MEAS, V3, P667

[10] ESTIMATION OF SIMULTANEOUS EQUATION MODELS WITH LAGGED ENDOGENOUS VARIABLES AND FIRST ORDER SERIALLY CORRELATED ERRORS [J]. ECONOMETRICA, 1970, 38 (03) : 507 - &

[1] MAXIMUM LIKELIHOOD AND NONLINEAR 3-STAGE LEAST-SQUARES ESTIMATOR IN GENERAL NONLINEAR SIMULTANEOUS EQUATION MODEL [J]. ECONOMETRICA, 1977, 45 (04) : 955 - 968

[2] Amemiya T., 1974, J EC, V2, P105

[3] BELSLEY DA, J ECONOMETRICS

[4] BELSLEY DA, 1979, EFFICIENT COMPUTATIO

[5] CHOW GC, 1975, REV EC STATISTICS, V55, P104

[6] APPLICATION OF LEAST SQUARES REGRESSION TO RELATIONSHIPS CONTAINING AUTOCORRELATED ERROR TERMS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1949, 44 (245) : 32 - 61

[7] COMPUTATION OF FIML ESTIMATES AS ITERATIVE GENERALIZED LEAST-SQUARES ESTIMATES IN LINEAR AND NON-LINEAR SIMULTANEOUS EQUATIONS MODELS [J]. ECONOMETRICA, 1978, 46 (06) : 1351 - 1362

[8] FAIR RB, UNPUBLISHED

[9] FAIR RC, 1974, ANN ECON SOC MEAS, V3, P667

[10] ESTIMATION OF SIMULTANEOUS EQUATION MODELS WITH LAGGED ENDOGENOUS VARIABLES AND FIRST ORDER SERIALLY CORRELATED ERRORS [J]. ECONOMETRICA, 1970, 38 (03) : 507 - &