Computational efficiency of FIML estimation
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- 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.
- Calzolari, Giorgio, 2012. "Econometric notes," MPRA Paper 36765, University Library of Munich, Germany.
- 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..
- Fiorentini,G. & Calzolari,G. & Panattoni,L., 1995. "Analytic Derivatives and the Computation of Garch Estimates," Papers 9519, Centro de Estudios Monetarios Y Financieros-.
- 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.
- Calzolari, Giorgio & Sampoli, Letizia, 1993.
"A Curious Result on Exact FIML and Instrumental Variables,"
Cambridge University Press, vol. 9(02), pages 296-309, April.
- Calzolari, Giorgio & Sampoli, Letizia, 1989. "Instrumental variables interpretations of FIML and nonlinear FIML," MPRA Paper 29024, University Library of Munich, Germany.
- Calzolari, Giorgio & Fiorentini, Gabriele, 1994. "Conditional heteroskedasticity in nonlinear simultaneous equations," MPRA Paper 24428, University Library of Munich, Germany.
- Oya, Kosuke & Morimune, Kimio, 1992. "The distribution of the full information maximum likelihood estimator," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 33(5), pages 569-574.
- 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.
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