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Full Information Estimates of a Nonlinear Macroeconometric Model

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  • Ray C. Fair & William R. Parke, 1979. "Full Information Estimates of a Nonlinear Macroeconometric Model," Cowles Foundation Discussion Papers 519, Cowles Foundation for Research in Economics, Yale University.
    • Handle: RePEc:cwl:cwldpp:519
    Note: CFP 502.
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    File URL: https://cowles.yale.edu/sites/default/files/files/pub/d05/d0519.pdf
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    1. Amemiya, Takeshi, 1974. "The nonlinear two-stage least-squares estimator," Journal of Econometrics, Elsevier, vol. 2(2), pages 105-110, July.
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    1. Fair, Ray C & Taylor, John B, 1990. "Full Information Estimation and Stochastic Simulation of Models with Rational Expectations," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 5(4), pages 381-392, Oct.-Dec..
    2. Phillips, P C B, 1982. "On the Consistency of Nonlinear FIML," Econometrica, Econometric Society, vol. 50(5), pages 1307-1324, September.
    3. Augustine Arize & Steven Shwiff, 1998. "The black market exchange rate and demand for money in sixteen developing countries," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 4(2), pages 128-143, May.
    4. 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.
    5. Benjamin M. Friedman & V. Vance Roley, 1985. "Aspects of Investor Behavior Under Risk," NBER Working Papers 1611, National Bureau of Economic Research, Inc.

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