Full-information estimates of a nonlinear macroeconometric model
AbstractNo abstract is available for this item.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoArticle provided by Elsevier in its journal Journal of Econometrics.
Volume (Year): 13 (1980)
Issue (Month): 3 (August)
Contact details of provider:
Web page: http://www.elsevier.com/locate/jeconom
Other versions of this item:
- Ray C. Fair & William R. Parke, 1979. "Full Information Estimates of a Nonlinear Macroeconometric Model," Cowles Foundation Discussion Papers 519, Cowles Foundation for Research in Economics, Yale University.
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Amemiya, Takeshi, 1974. "The nonlinear two-stage least-squares estimator," Journal of Econometrics, Elsevier, vol. 2(2), pages 105-110, July.
- Phillips, Peter C.B., 1980.
"On the Consistency of Non-Linear FIML,"
Cowles Foundation Discussion Papers
573, Cowles Foundation for Research in Economics, Yale University.
- Fair, Ray C & Taylor, John B, 1990.
"Full Information Estimation and Stochastic Simulation of Models with Rational Expectations,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 5(4), pages 381-92, Oct.-Dec..
- 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.
- Ray C. Fair & John B. Taylor, 1991. "Full Information Estimation and Stochastic Simulation of Models with Rational Expectations," NBER Technical Working Papers 0078, National Bureau of Economic Research, Inc.
- 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.
- Benjamin M. Friedman & V. Vance Roley, 1987. "Aspects of Investor Behavior Under Risk," NBER Working Papers 1611, National Bureau of Economic Research, Inc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Wendy Shamier).
If references are entirely missing, you can add them using this form.