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On the efficient computation of the nonlinear full-information maximum-likelihood estimator

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  • Belsley, David A.

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  • Belsley, David A., 1980. "On the efficient computation of the nonlinear full-information maximum-likelihood estimator," Journal of Econometrics, Elsevier, vol. 14(2), pages 203-225, October.
  • Handle: RePEc:eee:econom:v:14:y:1980:i:2:p:203-225
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    Cited by:

    1. Jason Li-Ying & Yuandi Wang & Lutao Ning, 2016. "How do dynamic capabilities transform external technologies into firms’ renewed technological resources? – A mediation model," Asia Pacific Journal of Management, Springer, vol. 33(4), pages 1009-1036, December.
    2. 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.
    3. Calzolari, Giorgio, 2012. "Econometric notes," MPRA Paper 36765, University Library of Munich, Germany.
    4. 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..
    5. Calzolari, Giorgio, 1987. "La varianza delle previsioni nei modelli econometrici
      [Forecast variance in econometric models]
      ," MPRA Paper 23866, University Library of Munich, Germany.
    6. 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.
    7. 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.
    8. repec:spr:scient:v:98:y:2014:i:1:d:10.1007_s11192-013-1016-6 is not listed on IDEAS
    9. 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.
    10. 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.
    11. Wang, Yuandi & Ning, Lutao & Chen, Jin, 2014. "Product diversification through licensing: Empirical evidence from Chinese firms," European Management Journal, Elsevier, vol. 32(4), pages 577-586.
    12. 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.
    13. 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;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 128(3), pages 498-512, September.
    14. Yuandi Wang & Zhao Zhou & Jason Li-Ying, 2013. "The impact of licensed-knowledge attributes on the innovation performance of licensee firms: evidence from the Chinese electronic industry," The Journal of Technology Transfer, Springer, vol. 38(5), pages 699-715, October.
    15. 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.
    16. Calzolari, Giorgio & Panattoni, Lorenzo, 1985. "Gradient methods in FIML estimation of econometric models," MPRA Paper 24843, University Library of Munich, Germany.
    17. 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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