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Stima delle equazioni simultanee non-lineari: una rassegna
[Estimation of nonlinear simultaneous equations: a survey]

Author

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  • Calzolari, Giorgio

Abstract

This paper is a survey (in Italian) of the estimation methods for econometric systems of nonlinear simultaneous equations

Suggested Citation

  • 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.
    • Handle: RePEc:pra:mprapa:24123
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    File URL: https://mpra.ub.uni-muenchen.de/24123/1/MPRA_paper_24123.pdf
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    References listed on IDEAS

    as
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    29. Gourieroux, Christian & Monfort, Alain & Trognon, Alain, 1984. "Pseudo Maximum Likelihood Methods: Theory," Econometrica, Econometric Society, vol. 52(3), pages 681-700, May.
    30. Calzolari, Giorgio & Panattoni, Lorenzo & Weihs, Claus, 1987. "Computational efficiency of FIML estimation," Journal of Econometrics, Elsevier, vol. 36(3), pages 299-310, November.
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    32. Hausman, Jerry A., 1983. "Specification and estimation of simultaneous equation models," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 1, chapter 7, pages 391-448, Elsevier.
    33. H. J. Bierens, 1982. "A uniform weak law of large numbers under π‐mixing with application to nonlinear least squares estimation," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 36(2), pages 81-86, June.
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    35. Robinson, P M, 1991. "Best Nonlinear Three-Stage Least Squares Estimation of Certain Econometric Models," Econometrica, Econometric Society, vol. 59(3), pages 755-786, May.
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    37. 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.
    38. Calzolari, Giorgio & Panattoni, Lorenzo, 1988. "Alternative Estimators of FIML Covariance Matrix: A Monte Carlo Stud y," Econometrica, Econometric Society, vol. 56(3), pages 701-714, May.
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    Full references (including those not matched with items on IDEAS)

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    More about this item

    Keywords

    Econometric models; simultaneous equations; nonlinear models; estimation methods; survey;
    All these keywords.

    JEL classification:

    • C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General

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