The Maximum Likelihood Stage Least Squares Estimator in the Nonlinear Simultaneous Equations Model
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Dale W. Jorgenson & Jean-Jacques Laffont, 1974. "Efficient Estimation of Nonlinear Simultaneous Equations with Additive Disturbances," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 3, number 4, pages 615-640, National Bureau of Economic Research, Inc.
- Amemiya, Takeshi, 1974. "The nonlinear two-stage least-squares estimator," Journal of Econometrics, Elsevier, vol. 2(2), pages 105-110, July.
- Hausman, Jerry A, 1975. "An Instrumental Variable Approach to Full Information Estimators for Linear and Certain Nonlinear Econometric Models," Econometrica, Econometric Society, vol. 43(4), pages 727-738, July.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- 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.
- 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.
- 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.
- Werner Antweiler & Daniel Trefler, 2002.
"Increasing Returns and All That: A View from Trade,"
American Economic Review, American Economic Association, vol. 92(1), pages 93-119, March.
- Werner Antweiler & Daniel Trefler, 2000. "Increasing Returns and All That: A View From Trade," NBER Working Papers 7941, National Bureau of Economic Research, Inc.
- Awad, Taleb Mohammad, 1987. "International monetary and exchange rate policies and world agricultural markets: the case of soybeans and soybean products," ISU General Staff Papers 198701010800009611, Iowa State University, Department of Economics.
- Patrick Fève & François Langot, 1995. "La méthode des moments généralisés et ses extensions : théorie et applications en macro-économie," Économie et Prévision, Programme National Persée, vol. 119(3), pages 139-170.
- 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.
- Tsai, Grace Yueh-Hsiang, 1989. "A dynamic model of the U.S. cotton market with rational expectations," ISU General Staff Papers 1989010108000012168, Iowa State University, Department of Economics.
- Perekhozhuk, Oleksandr, 2007.
"Marktstruktur und Preisbildung auf dem ukrainischen Markt für Rohmilch,"
Studies on the Agricultural and Food Sector in Transition Economies,
Leibniz Institute of Agricultural Development in Transition Economies (IAMO), volume 41, number 92322.
- Perekhozhuk, Oleksandr, 2007. "Marktstruktur und Preisbildung auf dem ukrainischen Markt für Rohmilch [Market structure and pricing on the Ukrainian market for raw milk]," MPRA Paper 21958, University Library of Munich, Germany.
- Muller, Christophe, 2018.
"Heterogeneity and nonconstant effect in two-stage quantile regression,"
Econometrics and Statistics, Elsevier, vol. 8(C), pages 3-12.
- Christophe Muller, 2017. "Heterogeneity and Non-Constant Effect in Two-Stage Quantile Regression," Working Papers halshs-01157552, HAL.
- Christophe Muller, 2018. "Heterogeneity and nonconstant effect in two-stage quantile regression," Post-Print hal-01647474, HAL.
- Poterba, James M. & Summers, Lawrence H., 1983.
"Dividend taxes, corporate investment, and `Q',"
Journal of Public Economics, Elsevier, vol. 22(2), pages 135-167, November.
- James M. Poterba & Lawrence H. Summers, 1981. "Dividend Taxes, Corporate Investment, and "Q"," NBER Working Papers 0829, National Bureau of Economic Research, Inc.
- Kadilli, Anjeza & Krishnakumar, Jaya, 2022. "Smooth Transition Simultaneous Equation Models," Journal of Economic Dynamics and Control, Elsevier, vol. 145(C).
- Hassan, Rashid M. & D'Silva, Brian & Hallam, A., 1989. "Normative Supply Response Analysis under Production Uncertainty: Irrigated Multicrop Farming Sector of Sudan," 1989 Occasional Paper Series No. 5 197677, International Association of Agricultural Economists.
- Ben R. Craig & Joseph G. Haubrich, 2013.
"Gross Loan Flows,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(2-3), pages 401-421, March.
- Ben R. Craig & Joseph G. Haubrich, 2013. "Gross Loan Flows," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(2‐3), pages 401-421, March.
- Ben R. Craig & Joseph G. Haubrich, 2000. "Gross loan flows," Working Papers (Old Series) 0014, Federal Reserve Bank of Cleveland.
- Ben R. Craig & Joseph G. Haubrich, 2006. "Gross loan flows," Working Papers (Old Series) 0604, Federal Reserve Bank of Cleveland.
- Sascha A. Weber & Sven M. Anders, 2007.
"Price rigidity and market power in German retailing,"
Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 28(7), pages 737-749.
- Weber, Sascha A. & Anders, Sven M., 2005. "Price Rigidity and Market Power in German Retailing," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark 24721, European Association of Agricultural Economists.
- Weber, Sascha A. & Anders, Sven, 2007. "Price Rigidity and Market Power in German Retailing," Discussion Papers 31, Justus Liebig University Giessen, Center for international Development and Environmental Research (ZEU).
- Miao, Shuchao & Chi, Jing & Liao, Jing & Qian, Long, 2021. "How does religious belief promote farmer entrepreneurship in rural China?," Economic Modelling, Elsevier, vol. 97(C), pages 95-104.
- Ravallion, Martin & Datt, Gaurav, 1995. "Growth and poverty in rural India," Policy Research Working Paper Series 1405, The World Bank.
- Atella, Vincenzo & Deb, Partha, 2008. "Are primary care physicians, public and private sector specialists substitutes or complements? Evidence from a simultaneous equations model for count data," Journal of Health Economics, Elsevier, vol. 27(3), pages 770-785, May.
- Manuel Denzer, 2019. "Estimating Causal Effects in Binary Response Models with Binary Endogenous Explanatory Variables - A Comparison of Possible Estimators," Working Papers 1916, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz.
- Donald, Stephen G. & Imbens, Guido W. & Newey, Whitney K., 2003. "Empirical likelihood estimation and consistent tests with conditional moment restrictions," Journal of Econometrics, Elsevier, vol. 117(1), pages 55-93, November.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:nbr:nberwo:0090. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: the person in charge (email available below). General contact details of provider: https://edirc.repec.org/data/nberrus.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.