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The nonlinear two-stage least-squares estimator

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Author Info
Amemiya, Takeshi
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File URL: http://www.sciencedirect.com/science/article/B6VC0-4582HRX-5N/2/327a443ac9a3471507129b170191b2c4
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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 2 (1974)
Issue (Month): 2 (July)
Pages: 105-110
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Handle: RePEc:eee:econom:v:2:y:1974:i:2:p:105-110

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  2. Rusdu Saracoglu, 1977. "The maximum likelihood estimation of parameters in mixed autoregressive moving-average multivariate models," Staff Report 20, Federal Reserve Bank of Minneapolis. [Downloadable!]
  3. Thomas E. MaCurdy, 1982. "Using Information on the Moments of Disturbances to Increase the Efficiency of Estimation," NBER Technical Working Papers 0022, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  8. N.E. Savin & Allan H. Würtz, 2002. "Testing the Semiparametric Box-Cox Model with Bootstrap," CAM Working Papers 2002-08, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics. [Downloadable!]
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