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Non-linear regression models

In: Handbook of Econometrics

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  • Amemiya, Takeshi

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  • Amemiya, Takeshi, 1983. "Non-linear regression models," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 1, chapter 6, pages 333-389, Elsevier.
    • Handle: RePEc:eee:ecochp:1-06
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    References listed on IDEAS

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    1. Dale W. Jorgenson & Jean-Jacques Laffont, 1974. "Efficient Estimation of Nonlinear Simultaneous Equations with Additive Disturbances," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 3, number 4, pages 615-640, National Bureau of Economic Research, Inc.
    2. Fair, Ray C. & Parke, William R., 1980. "Full-information estimates of a nonlinear macroeconometric model," Journal of Econometrics, Elsevier, vol. 13(3), pages 269-291, August.
    3. Darrough, Masako N, 1977. "A Model of Consumption and Leisure in an Intertemporal Framework: A Systematic Treatment Using Japanese Data," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 18(3), pages 677-696, October.
    4. Gallant, A. Ronald, 1975. "Seemingly unrelated nonlinear regressions," Journal of Econometrics, Elsevier, vol. 3(1), pages 35-50, February.
    5. Phillips, P C B, 1976. "The Iterated Minimum Distance Estimator and the Quasi-Maximum Likelihood Estimator," Econometrica, Econometric Society, vol. 44(3), pages 449-460, May.
    6. Amemiya, Takeshi, 1975. "The nonlinear limited-information maximum- likelihood estimator and the modified nonlinear two-stage least-squares estimator," Journal of Econometrics, Elsevier, vol. 3(4), pages 375-386, November.
    7. Berndt, Ernst R & Savin, N Eugene, 1977. "Conflict among Criteria for Testing Hypotheses in the Multivariate Linear Regression Model," Econometrica, Econometric Society, vol. 45(5), pages 1263-1277, July.
    8. Gallant, A. Ronald & Jorgenson, Dale W., 1979. "Statistical inference for a system of simultaneous, non-linear, implicit equations in the context of instrumental variable estimation," Journal of Econometrics, Elsevier, vol. 11(2-3), pages 275-302.
    9. Christensen, Laurits R & Jorgenson, Dale W & Lau, Lawrence J, 1975. "Transcendental Logarithmic Utility Functions," American Economic Review, American Economic Association, vol. 65(3), pages 367-383, June.
    10. E. G. Charatsis, 1971. "A Computer Program for Estimation of the Constant Elasticity of Substitution Production Function," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 20(3), pages 286-296, November.
    11. Berndt, Ernst R & Darrough, Masako N & Diewert, W E, 1977. "Flexible Functional Forms and Expenditure Distributions: An Application to Canadian Consumer Demand Functions," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 18(3), pages 651-675, October.
    12. Gregory C. Chow & Ray C. Fair, 1973. "Maximum Likelihood Estimation of Linear Equation Systems with Auto-Regressive Residuals," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 2, number 1, pages 17-28, National Bureau of Economic Research, Inc.
    13. C. A. Glasbey, 1979. "Correlated Residuals in Non‐Linear Regression Applied to Growth Data," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 28(3), pages 251-259, November.
    14. Gallant, A. Ronald, 1977. "Three-stage least-squares estimation for a system of simultaneous, nonlinear, implicit equations," Journal of Econometrics, Elsevier, vol. 5(1), pages 71-88, January.
    15. Besley, David A., 1979. "On the computational competitiveness of full-information maximum-likelihood and three-stage least-squares in the estimation of nonlinear, simultaneous-equations models," Journal of Econometrics, Elsevier, vol. 9(3), pages 315-342, February.
    16. Just, Richard E. & Pope, Rulon D., 1978. "Stochastic specification of production functions and economic implications," Journal of Econometrics, Elsevier, vol. 7(1), pages 67-86, February.
    17. Ernst R. Berndt & Bronwyn H. Hall & Robert E. Hall & Jerry A. Hausman, 1974. "Estimation and Inference in Nonlinear Structural Models," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 3, number 4, pages 653-665, National Bureau of Economic Research, Inc.
    18. Amemiya, Takeshi, 1974. "The nonlinear two-stage least-squares estimator," Journal of Econometrics, Elsevier, vol. 2(2), pages 105-110, July.
    19. Brown, Murray & Heien, Dale M, 1972. "The S-Branch Utility Tree: A Generalization of the Linear Expenditure System," Econometrica, Econometric Society, vol. 40(4), pages 737-747, July.
    20. Walter Haessel, 1976. "The Demand for Agricultural Commodities in Ghana: An Application of Nonlinear Two-Stage Least Squares with Prior Information," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 58(2), pages 341-345.
    21. Mizon, Grayham E, 1977. "Inferential Procedures in Nonlinear Models: An Application in a UK Industrial Cross Section Study of Factor Substitution and Returns to Scale," Econometrica, Econometric Society, vol. 45(5), pages 1221-1242, July.
    22. Chow, Gregory C, 1973. "On the Computation of Full-Information Maximum Likelihood Estimates for Nonlinear Equation Systems," The Review of Economics and Statistics, MIT Press, vol. 55(1), pages 104-109, February.
    23. Dagenais, Marcel G, 1978. "The Computation of FIML Estimates as Iterative Generalized Least Squares Estimates in Linear and Nonlinear Simultaneous Equations Models," Econometrica, Econometric Society, vol. 46(6), pages 1351-1362, November.
    24. Amemiya, Takeshi, 1977. "The Maximum Likelihood and the Nonlinear Three-Stage Least Squares Estimator in the General Nonlinear Simultaneous Equation Model," Econometrica, Econometric Society, vol. 45(4), pages 955-968, May.
    25. Bianchi, Carlo & Calzolari, Giorgio, 1980. "The One-Period Forecast Errors in Nonlinear Econometric Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 21(1), pages 201-208, February.
    26. Howe, Howard & Pollak, Robert A & Wales, Terence J, 1979. "Theory and Time Series Estimation of the Quadratic Expenditure System," Econometrica, Econometric Society, vol. 47(5), pages 1231-1247, September.
    27. Edgerton, David L, 1972. "Some Properties of Two Stage Least Squares as Applied to Nonlinear Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 13(1), pages 26-32, February.
    28. Hausman, Jerry A, 1975. "An Instrumental Variable Approach to Full Information Estimators for Linear and Certain Nonlinear Econometric Models," Econometrica, Econometric Society, vol. 43(4), pages 727-738, July.
    29. Gallant, A Ronald & Holly, Alberto, 1980. "Statistical Inference in an Implicit, Nonlinear, Simultaneous Equation Model in the Context of Maximum Likelihood Estimation," Econometrica, Econometric Society, vol. 48(3), pages 697-720, April.
    30. Hatanaka, Michio, 1978. "On the efficient estimation methods for the macro-economic models nonlinear in variables," Journal of Econometrics, Elsevier, vol. 8(3), pages 323-356, December.
    31. Dale W. Jorgenson & Lawrence J. Lau, 1975. "The Structure of Consumer Preferences," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 4, number 1, pages 49-101, National Bureau of Economic Research, Inc.
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    JEL classification:

    • C39 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Other

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