Instrumental variables interpretations of FIML and nonlinear FIML
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- Calzolari, Giorgio & Sampoli, Letizia, 1993. "A Curious Result on Exact FIML and Instrumental Variables," Econometric Theory, Cambridge University Press, vol. 9(02), pages 296-309, April.
References listed on IDEAS
- Calzolari, Giorgio & Panattoni, Lorenzo & Weihs, Claus, 1987. "Computational efficiency of FIML estimation," Journal of Econometrics, Elsevier, vol. 36(3), pages 299-310, November.
- Brundy, James M & Jorgenson, Dale W, 1971. "Efficient Estimation of Simultaneous Equations by Instrumental Variables," The Review of Economics and Statistics, MIT Press, vol. 53(3), pages 207-224, August.
- 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.
- Hausman, Jerry A & Newey, Whitney K & Taylor, William E, 1987.
"Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions,"
Econometric Society, vol. 55(4), pages 849-874, July.
- J. Hausman & W. Newey & W. Taylor, 1983. "Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions," Working papers 331, Massachusetts Institute of Technology (MIT), Department of Economics.
- Jerry A. Hausman & Whitney K. Newey & William E. Taylor, 1985. "Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions," Working papers 369, Massachusetts Institute of Technology (MIT), Department of Economics.
- James M. Brundy & Dale W. Jorgenson, 1971. "Efficient estimation of simultaneous equations by instrumental variables," Working Papers in Applied Economic Theory 3, Federal Reserve Bank of San Francisco.
- 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.
- 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.
- Jerry A. Hausman, 1974. "Full Information Instrumental Variables Estimation of Simultaneous Equations Systems," NBER Chapters,in: Annals of Economic and Social Measurement, Volume 3, number 4, pages 641-652 National Bureau of Economic Research, Inc.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- 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.
- Giorgio Calzolari, 2015. "Indirect estimation and econometrics exams: how to live a round life," Econometrics Working Papers Archive 2015_01, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
- Giorgio Calzolari & Laura Magazzini, 2011. "Moment Conditions and Neglected Endogeneity in Panel Data Models," Working Papers 02/2011, University of Verona, Department of Economics.
- Calzolari, Giorgio & Fiorentini, Gabriele, 1994. "Conditional heteroskedasticity in nonlinear simultaneous equations," MPRA Paper 24428, University Library of Munich, Germany.
More about this item
KeywordsEconometric models; simultaneous equations; full information maximum likelihood; iterative instrumental variables;
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
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