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Non-linear regression models

In: Handbook of Econometrics

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Amemiya, Takeshi
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This chapter was published in: Z. Griliches† & M. D. Intriligator (ed.) Handbook of Econometrics, , chapter 06, pages 333-389, 1983.

This item is provided by Elsevier in its series Handbook of Econometrics with number 1-06.

Handle: RePEc:eee:ecochp:1-06

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Related research
This chapter was published in the following book, which is listed on IDEAS:
Z. Griliches† & M. D. Intriligator (ed.), 1983. "Handbook of Econometrics," Handbook of Econometrics, Elsevier, edition 1, volume 1, number 1, September. [Downloadable!] (restricted)
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C39 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Other

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  1. H. Lütkepohl & C. Müller & P. Saikkonen, . "Unit Root Tests for Time Series with a Structural Break When the Break Point is Known," Sonderforschungsbereich 373 1999-33, Humboldt Universitaet Berlin.
  2. P. Cizek, . "Robust Estimation in Nonlinear Regression and Limited Dependent Variable Models," Sonderforschungsbereich 373 2001-100, Humboldt Universitaet Berlin.
    Other versions:
  3. P. Cizek, . "Robust Estimation in Nonlinear Regression Models," Sonderforschungsbereich 373 2001-25, Humboldt Universitaet Berlin.
  4. Jeffrey C. Fuhrer & C. Hoyt Bleakley, 1996. "Computationally efficient solution and maximum likelihood estimation of nonlinear rational expectation models," Working Papers 96-2, Federal Reserve Bank of Boston. [Downloadable!]
    Other versions:
  5. Glenn T. Sueyoshi, 1994. "Regression Based Tests for Non-Nested Alternatives in Grouped Duration Models," University of California at San Diego, Economics Working Paper Series 94-11, Department of Economics, UC San Diego. [Downloadable!]
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