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An Algorithm for FIML and 3SLS Estimation of Large Nonlinear Models

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  • Parke, William R
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    Article provided by Econometric Society in its journal Econometrica.

    Volume (Year): 50 (1982)
    Issue (Month): 1 (January)
    Pages: 81-95

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    Handle: RePEc:ecm:emetrp:v:50:y:1982:i:1:p:81-95

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    Cited by:
    1. Ray C. Fair, 1984. "Estimated Trade-Offs Between Unemployment and Inflation," NBER Working Papers 1377, National Bureau of Economic Research, Inc.
    2. Fair, Ray C., 2014. "How might a central bank report uncertainty?," Economics Discussion Papers 2014-25, Kiel Institute for the World Economy.
    3. Ray C. Fair & John B. Taylor, 1989. "Full Information Estimation and Stochastic Simulation of Models with Rational Expectations," Cowles Foundation Discussion Papers 921, Cowles Foundation for Research in Economics, Yale University.
    4. Ray Fair, 2008. "Estimating Term Structure Equations Using Macroeconomic Variables," Yale School of Management Working Papers amz2387, Yale School of Management.
    5. 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.
    6. Ray Fair, 2008. "Estimating Exchange Rate Equations Using Estimated Expectations," Yale School of Management Working Papers amz2499, Yale School of Management.
    7. Calzolari, Giorgio & Panattoni, Lorenzo, 1985. "Gradient methods in FIML estimation of econometric models," MPRA Paper 24843, University Library of Munich, Germany.
    8. Calzolari, Giorgio & Panattoni, Lorenzo, 1984. "Evaluating Forecast Uncertainty in Econometric Models: The Effect of Alternative Estimators of Maximum Likelihood Covariance Matrix," MPRA Paper 28806, University Library of Munich, Germany.
    9. Calzolari, Giorgio & Panattoni, Lorenzo, 1984. "A Simulation Study on FIML Covariance Matrix," MPRA Paper 28804, University Library of Munich, Germany.
    10. Weihs, Claus & Calzolari, Giorgio & Panattoni, Lorenzo, 1986. "The behavior of trust-region methods in FIML estimation," MPRA Paper 24122, University Library of Munich, Germany, revised 1987.

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