On the Consistency of Non-Linear FIML
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Note: CFP 549.
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- Phillips, P C B, 1982. "On the Consistency of Nonlinear FIML," Econometrica, Econometric Society, vol. 50(5), pages 1307-1324, September.
References listed on IDEAS
- Amemiya, Takeshi, 1974. "The nonlinear two-stage least-squares estimator," Journal of Econometrics, Elsevier, vol. 2(2), pages 105-110, July.
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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.
Citations
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Cited by:
- B. Bhaskara Rao & Artur Tamazian, 2011. "A simultaneous equations model of finance and growth: FIML estimates for India," Applied Economics, Taylor & Francis Journals, vol. 43(25), pages 3699-3708.
- Calzolari, Giorgio, 2012.
"Econometric notes,"
MPRA Paper
71440, University Library of Munich, Germany.
- Calzolari, Giorgio, 2012. "Econometric notes," MPRA Paper 36765, University Library of Munich, Germany.
- Ericsson, Neil R. & Campos, Julia & Tran, Hong-Anh, 1990.
"Pc-Give and David Hendry'S Econometric Methodology,"
Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 10(1), April.
- Julia Campos & Neil R. Ericsson & Hong-Anh Tran, 1991. "PC-give and David Hendry's econometric methodology," International Finance Discussion Papers 406, Board of Governors of the Federal Reserve System (U.S.).
- J. Campos, 1986. "Instrumental Variables Estimation of Dynamic Simultaneous Systems with ARMA Errors," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 53(1), pages 125-138.
- Salvatore, Dominick & Tripathi, Janhavi Shankar, 2024. "Relationship between trade and growth for developing countries at different levels of income," Journal of Policy Modeling, Elsevier, vol. 46(4), pages 813-822.
- Calzolari, Giorgio, 1992. "Stima delle equazioni simultanee non-lineari: una rassegna [Estimation of nonlinear simultaneous equations: a survey]," MPRA Paper 24123, University Library of Munich, Germany, revised 1992.
- Agabriel, Jacques & Lherm, Michel & Mosnier, Claire & Reynaud, Arnaud & Thomas, Alban, 2009.
"Estimating a Production Function under Production and Output Price Risks: An Application to Beef Cattle in France,"
TSE Working Papers
09-046, Toulouse School of Economics (TSE).
- Claire Mosnier & Arnaud Reynaud & Alban Thomas & Michel Lherm & Jacques Agabriel, 2009. "Estimating a production function under production and output price risks: An application to beef cattle in France," LERNA Working Papers 09.10.286, LERNA, University of Toulouse.
- Tripathi, Janhavi Shankar, 2023. "Trade-growth nexus: A study of G20 countries using simultaneous equations model with dynamic policy simulations," Journal of Policy Modeling, Elsevier, vol. 45(4), pages 806-816.
- Hall, Anthony David & Pagan, Adrian Rodney, 1981. "The LIML and Related Estimators of an Equation with Moving Average Disturbances," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 22(3), pages 719-730, October.
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