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Statistical Inference in an Implicit, Nonlinear, Simultaneous Equation Model in the Context of Maximum Likelihood Estimation

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  • Gallant, A Ronald
  • Holly, Alberto

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  • Gallant, A Ronald & Holly, Alberto, 1980. "Statistical Inference in an Implicit, Nonlinear, Simultaneous Equation Model in the Context of Maximum Likelihood Estimation," Econometrica, Econometric Society, vol. 48(3), pages 697-720, April.
    • Handle: RePEc:ecm:emetrp:v:48:y:1980:i:3:p:697-720
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    Cited by:

    1. Veeman, Michele M. & Chen, Peter Y. & Veeman, Terrence S., 1992. "The Demand for Red Meats and Related Foods in Canada," Project Report Series 232276, University of Alberta, Department of Resource Economics and Environmental Sociology.
    2. Sauer, J. & Morrison-Paul, C., 2011. "Technologies and Localized Technical Change," Proceedings “Schriften der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e.V.”, German Association of Agricultural Economists (GEWISOLA), vol. 46, March.
    3. Magnus, Jan R., 2007. "The Asymptotic Variance Of The Pseudo Maximum Likelihood Estimator," Econometric Theory, Cambridge University Press, vol. 23(5), pages 1022-1032, October.
    4. Alberto HOLLY & Lucien GARDIOL, 1999. "A Score Test for Individual Heteroscedasticity in a One-way Error Components Model," Cahiers de Recherches Economiques du Département d'économie 9915, Université de Lausanne, Faculté des HEC, Département d’économie.
    5. Sauer, J. & Walsh, J. & Zilberman, D., 2014. "Agri-Environmental Policy Effects at Producer Level – Identification and Measurement," Proceedings “Schriften der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e.V.”, German Association of Agricultural Economists (GEWISOLA), vol. 49, March.
    6. Lucidi, Francesco Simone & Semmler, Willi, 2023. "Long-run scarring effects of meltdowns in a small-scale nonlinear quadratic model," Journal of Macroeconomics, Elsevier, vol. 75(C).
    7. Sauer, Johannes & Walsh, John & Zilberman, David, 2012. "Behavioural Change through Agri-Environmental Policies ? – A Distance Function based Matching Approach," 86th Annual Conference, April 16-18, 2012, Warwick University, Coventry, UK 134783, Agricultural Economics Society.
    8. Swamy, P.A.V.B. & Conway, Roger K. & LeBlanc, Michael, 1988. "The Stochastic Coefficients Approach to Econometric Modeling Part I: A Critique of Fixed Coefficients Models," Journal of Agricultural Economics Research, United States Department of Agriculture, Economic Research Service, vol. 40(2), pages 1-9.
    9. Lopez, Rigoberto A. & Munoz, Arnold O., 1986. "An Application of Composite Price Expectations to the Fresh Tomato Market," 1986 Annual Meeting, July 27-30, Reno, Nevada 278112, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    10. Larson, Donald F. & Glance, Simon & Borrell, Brent & Ingco, Merlinda & Coleman, Jonathan, 1991. "Abolishing green rates : the effects on cereals, sugar, and oilseeds in West Germany," Policy Research Working Paper Series 607, The World Bank.
    11. Yasar, Mahmut & Morrison Paul, Catherine J., 2008. "Capital-skill complementarity, productivity and wages: Evidence from plant-level data for a developing country," Labour Economics, Elsevier, vol. 15(1), pages 1-17, February.
    12. Mahmut Yaşar & Catherine J. Morrison Paul, 2009. "Size and Foreign Ownership Effects on Productivity and Efficiency: An Analysis of Turkish Motor Vehicle and Parts Plants," Review of Development Economics, Wiley Blackwell, vol. 13(4), pages 576-591, November.
    13. Catherine Paul & Marcelo O. Torres & Ronald Felthoven, 2009. "Fishing Revenue, Productivity and Product Choice in the Alaskan Pollock Fishery," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 44(4), pages 457-474, December.
    14. Phillips, P C B, 1982. "On the Consistency of Nonlinear FIML," Econometrica, Econometric Society, vol. 50(5), pages 1307-1324, September.
    15. Amemiya, Takeshi, 1983. "Non-linear regression models," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 1, chapter 6, pages 333-389, Elsevier.
    16. Hess, Christian & Seri, Raffaello & Choirat, Christine, 2010. "Ergodic theorems for extended real-valued random variables," Stochastic Processes and their Applications, Elsevier, vol. 120(10), pages 1908-1919, September.
    17. Johannes Sauer, 2011. "The Empirical Identification of Heterogenous Technologies and Technical Change," Post-Print hal-00768585, HAL.
    18. Sauer, J. & Wossink, A., 2011. "The Marginal Cost of Agro-Enviroment Services," Proceedings “Schriften der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e.V.”, German Association of Agricultural Economists (GEWISOLA), vol. 46, March.
    19. Sauer, Johannes & Wossink, Ada, 2010. "The Marginal Cost Of Agri-Environmental Services," 50th Annual Conference, Braunschweig, Germany, September 29-October 1, 2010 93939, German Association of Agricultural Economists (GEWISOLA).
    20. Johannes Sauer & Catherine J. Morrison Paul, 2013. "The empirical identification of heterogeneous technologies and technical change," Applied Economics, Taylor & Francis Journals, vol. 45(11), pages 1461-1479, April.
    21. Liu, Jing & Arndt, Channing, 2004. "Parameter Estimation and Measures of Fit in A Global, General Equilibrium Model," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 19, pages 626-649.
    22. Wendy Chapple & Richard Harris & Catherine Paul, 2006. "The cost implications of waste reduction: factor demand, competitiveness and policy implications," Journal of Productivity Analysis, Springer, vol. 26(3), pages 245-258, December.
    23. Sauer, Johannes & Walsh, John & Zilberman, David, 2012. "Producer Behaviour and Agri-Environmental Policies: A Directional Distance based Matching Approach," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124877, Agricultural and Applied Economics Association.

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