On the efficient computation of the nonlinear full-information maximum-likelihood estimator
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Econometrics.
Volume (Year): 14 (1980)
Issue (Month): 2 (October)
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- Calzolari, Giorgio, 2012. "Econometric notes," MPRA Paper 36765, University Library of Munich, Germany.
- Meldrum, James R. & Champ, Patricia A. & Bond, Craig A., 2013. "Heterogeneous nonmarket benefits of managing white pine bluster rust in high-elevation pine forests," Journal of Forest Economics, Elsevier, vol. 19(1), pages 61-77.
- Calzolari, Giorgio & Panattoni, Lorenzo, 1983. "Hessian and approximated Hessian matrices in maximum likelihood estimation: a Monte Carlo study," MPRA Paper 28847, University Library of Munich, Germany.
- Fiorentini,G. & Calzolari,G. & Panattoni,L., 1995.
"Analytic Derivatives and the Computation of Garch Estimates,"
9519, Centro de Estudios Monetarios Y Financieros-.
- Fiorentini, Gabriele & Calzolari, Giorgio & Panattoni, Lorenzo, 1996. "Analytic Derivatives and the Computation of GARCH Estimates," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 11(4), pages 399-417, July-Aug..
- Calzolari, Giorgio, 1987.
"La varianza delle previsioni nei modelli econometrici
[Forecast variance in econometric models]," MPRA Paper 23866, University Library of Munich, Germany.
- Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1981. "Alternative estimates of the Klein-I model," MPRA Paper 23337, University Library of Munich, Germany, revised Sep 1981.
- Calzolari, Giorgio & Panattoni, Lorenzo, 1987. "Finite sample performance of the robust Wald test in simultaneous equation systems," MPRA Paper 22557, University Library of Munich, Germany.
- Wang, Yuandi & Zhou, Zhao, 2013. "The dual role of local sites in assisting firms with developing technological capabilities: Evidence from China," International Business Review, Elsevier, vol. 22(1), pages 63-76.
- 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.
- 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.
- Michael Funke & Sean Holly, 1992. "The determinants of West German exports of manufactures: An integrated demand and supply approach," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 128(3), pages 498-512, September.
- Calzolari, Giorgio & Panattoni, Lorenzo, 1985. "Gradient methods in FIML estimation of econometric models," MPRA Paper 24843, University Library of Munich, Germany.
- Engle, Robert F, 1982. "Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation," Econometrica, Econometric Society, vol. 50(4), pages 987-1007, July.
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