On the Consistency of Non-Linear FIML
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References listed on IDEAS
- 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.
- 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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"Full-information estimates of a nonlinear macroeconometric model,"
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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.
- Agabriel, Jacques & Lherm, Michel & Mosnier, Claire & Reynaud, Arnaud & Thomas, Alban, 2009.
"Estimating a Production Function under Production and Output Price Risks: An Application to Beef Cattle in France,"
TSE Working Papers
09-046, Toulouse School of Economics (TSE).
- Claire Mosnier & Arnaud Reynaud & Alban Thomas & Michel Lherm & Jacques Agabriel, 2009. "Estimating a production function under production and output price risks: An application to beef cattle in France," LERNA Working Papers 09.10.286, LERNA, University of Toulouse.
- B. Bhaskara Rao & Artur Tamazian, 2011. "A simultaneous equations model of finance and growth: FIML estimates for India," Applied Economics, Taylor & Francis Journals, vol. 43(25), pages 3699-3708.
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"Pc-Give and David Hendry'S Econometric Methodology,"
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- Hall, Anthony David & Pagan, Adrian Rodney, 1981. "The LIML and Related Estimators of an Equation with Moving Average Disturbances," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 22(3), pages 719-730, October.
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