EFFICIENT INSTRUMENTAL VARIABLES ESTIMATION OF NONLINEAR MODELS

[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] Amemiya T, 1986, ADV ECONOMETRICS

[4] BERNDT EK, 1974, ANN ECON SOC MEAS, V3, P653

[5] ADAPTING FOR HETEROSCEDASTICITY IN LINEAR-MODELS [J]. ANNALS OF STATISTICS, 1982, 10 (04) : 1224 - 1233

[6] ASYMPTOTIC EFFICIENCY IN ESTIMATION WITH CONDITIONAL MOMENT RESTRICTIONS [J]. JOURNAL OF ECONOMETRICS, 1987, 34 (03) : 305 - 334

[7] EDMUNDS DE, 1977, DISS MATH, V145, P1

[8] Freud G, 1971, ORTHOGONAL POLYNOMIA

[9] ON THE BIAS IN FLEXIBLE FUNCTIONAL FORMS AND AN ESSENTIALLY UNBIASED FORM - THE FOURIER FLEXIBLE FORM [J]. JOURNAL OF ECONOMETRICS, 1981, 15 (02) : 211 - 245

[10] EXPLICIT ESTIMATORS OF PARAMETRIC FUNCTIONS IN NON-LINEAR REGRESSION [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1980, 75 (369) : 182 - 193

[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] Amemiya T, 1986, ADV ECONOMETRICS

[4] BERNDT EK, 1974, ANN ECON SOC MEAS, V3, P653

[5] ADAPTING FOR HETEROSCEDASTICITY IN LINEAR-MODELS [J]. ANNALS OF STATISTICS, 1982, 10 (04) : 1224 - 1233

[6] ASYMPTOTIC EFFICIENCY IN ESTIMATION WITH CONDITIONAL MOMENT RESTRICTIONS [J]. JOURNAL OF ECONOMETRICS, 1987, 34 (03) : 305 - 334

[7] EDMUNDS DE, 1977, DISS MATH, V145, P1

[8] Freud G, 1971, ORTHOGONAL POLYNOMIA

[9] ON THE BIAS IN FLEXIBLE FUNCTIONAL FORMS AND AN ESSENTIALLY UNBIASED FORM - THE FOURIER FLEXIBLE FORM [J]. JOURNAL OF ECONOMETRICS, 1981, 15 (02) : 211 - 245

[10] EXPLICIT ESTIMATORS OF PARAMETRIC FUNCTIONS IN NON-LINEAR REGRESSION [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1980, 75 (369) : 182 - 193