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The Maximum Likelihood and the Nonlinear Three-Stage Least Squares Estimator in the General Nonlinear Simultaneous Equation Model

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Cited by:

  1. Hong Sun & Xiaohong Li & Wenjing Li, 2020. "The Nexus between Credit Channels and Farm Household Vulnerability to Poverty: Evidence from Rural China," Sustainability, MDPI, vol. 12(7), pages 1-18, April.
  2. Reynaert, Mathias & Verboven, Frank, 2014. "Improving the performance of random coefficients demand models: The role of optimal instruments," Journal of Econometrics, Elsevier, vol. 179(1), pages 83-98.
  3. Uche Ozughalu, 2016. "Relationship Between Household Food Poverty and Vulnerability to Food Poverty: Evidence from Nigeria," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 125(2), pages 567-587, January.
  4. Nektarios A. Michail & Konstantinos D. Melas, 2021. "Sentiment-Augmented Supply and Demand Equations for the Dry Bulk Shipping Market," Economies, MDPI, vol. 9(4), pages 1-14, November.
  5. Shijiang Chen & Mingyue Liang & Wen Yang, 2022. "Does Digital Financial Inclusion Reduce China’s Rural Household Vulnerability to Poverty: An Empirical Analysis From the Perspective of Household Entrepreneurship," SAGE Open, , vol. 12(2), pages 21582440221, June.
  6. Giancarlo Gandolfo & Alberto Felettigh, 1998. "The NATREX: an Alternative Approach Theory and Empirical Verifications," Working Papers 52, Sapienza University of Rome, CIDEI.
  7. Emiliano Magrini & Mauro Vigani, 2016. "Technology adoption and the multiple dimensions of food security: the case of maize in Tanzania," Food Security: The Science, Sociology and Economics of Food Production and Access to Food, Springer;The International Society for Plant Pathology, vol. 8(4), pages 707-726, August.
  8. Clevo Wilson & Wasantha Athukorala & Benno Torgler & Robert Gifford & Maria A. Garcia-Valiñas & Shunsuke Managi, 2021. "Willingness to pay to ensure a continuous water supply with minimum restrictions," Empirical Economics, Springer, vol. 61(3), pages 1519-1537, September.
  9. Muhammad Masood Azeem & Amin W. Mugera & Steven Schilizzi & Kadambot H. M. Siddique, 2017. "An Assessment of Vulnerability to Poverty in Punjab, Pakistan: Subjective Choices of Poverty Indicators," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 134(1), pages 117-152, October.
  10. Zereyesus, Yacob A. & Embaye, Weldensie T. & Tsiboe, Francis & Amanor-Boadu, Vincent, 2017. "Implications of Non-Farm Work to Vulnerability to Food Poverty-Recent Evidence From Northern Ghana," World Development, Elsevier, vol. 91(C), pages 113-124.
  11. So Im, Kyung & Ahn, Seung C. & Schmidt, Peter & Wooldridge, Jeffrey M., 1999. "Efficient estimation of panel data models with strictly exogenous explanatory variables," Journal of Econometrics, Elsevier, vol. 93(1), pages 177-201, November.
  12. Perekhozhuk, Oleksandr & Grings, Michael & Glauben, Thomas, 2008. "Empirical Analysis of Potential Oligopsony Power and Production Technology in the Ukrainian Milk Processing Industry under Conditions of Economic Transition," 2008 International Congress, August 26-29, 2008, Ghent, Belgium 44440, European Association of Agricultural Economists.
  13. Kanwal, Vinita & Sirohi, Smita & Chand, Prem & Thakur, Arti, 2021. "Drought, Hunger and Malnutrition: Spatial and Socio-Economic Variations in the Desert State of India," 2021 Conference, August 17-31, 2021, Virtual 315248, International Association of Agricultural Economists.
  14. Costas M. Stephanou & Gawie S. du Toit & Marius J. Maritz, 2003. "The Release of Nelson Mandela: Effect on the Johannesburg Securities Exchange," Multinational Finance Journal, Multinational Finance Journal, vol. 7(3-4), pages 153-175, September.
  15. Christian Bontemps & Nour Meddahi, 2012. "Testing distributional assumptions: A GMM aproach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(6), pages 978-1012, September.
  16. Albert, Jose Ramon G. & Elloso, Lilia V. & Ramos, Andre Philippe, 2007. "Toward Measuring Household Vulnerability to Income Poverty in the Philippines," Discussion Papers DP 2007-16, Philippine Institute for Development Studies.
  17. Burkhart, Christopher S. & Jha, Manoj K., 2012. "Site-Specific Simulation of Nutrient Control Policies: Integrating Economic and Water Quality Effects," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 37(1), pages 1-14, April.
  18. Areosa, Waldyr Dutra & McAleer, Michael & Medeiros, Marcelo C., 2011. "Moment-based estimation of smooth transition regression models with endogenous variables," Journal of Econometrics, Elsevier, vol. 165(1), pages 100-111.
  19. Sukjin Han, 2020. "Nonparametric estimation of triangular simultaneous equations models under weak identification," Quantitative Economics, Econometric Society, vol. 11(1), pages 161-202, January.
  20. Giorgio Calzolari & F. Di Iorio & G. Fiorentini, 1999. "Indirect Estimation of Just-Identified Models with Control Variates," Econometrics Working Papers Archive quaderno46, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti".
  21. Alexandre Belloni & Victor Chernozhukov & Lie Wang, 2013. "Pivotal estimation via square-root lasso in nonparametric regression," CeMMAP working papers CWP62/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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  24. Glitz, Albrecht & Albert, Christoph & Llull, Joan, 2021. "Labor Market Competition and the Assimilation of Immigrants," CEPR Discussion Papers 16432, C.E.P.R. Discussion Papers.
  25. Delgado, Miguel A & Robinson, Peter M, 1992. "Nonparametric and Semiparametric Methods for Economic Research," Journal of Economic Surveys, Wiley Blackwell, vol. 6(3), pages 201-249.
  26. Komunjer, Ivana, 2007. "Global Identification In Nonlinear Semiparametric Models," University of California at San Diego, Economics Working Paper Series qt8dk0n386, Department of Economics, UC San Diego.
  27. Anna Gloria Billé & Samantha Leorato, 2017. "Quasi-ML estimation, Marginal Effects and Asymptotics for Spatial Autoregressive Nonlinear Models," BEMPS - Bozen Economics & Management Paper Series BEMPS44, Faculty of Economics and Management at the Free University of Bozen.
  28. 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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  32. Jean-Pierre Lachaud, 2002. "La dynamique de pauvreté au Burkina Faso revisitée : pauvreté durable et transitoire, et vulnérabilité," Documents de travail 77, Groupe d'Economie du Développement de l'Université Montesquieu Bordeaux IV.
  33. Kenneth Bollen & David Guilkey & Thomas Mroz, 1995. "Binary outcomes and endogenous explanatory variables: Tests and solutions with an application to the demand for contraceptive use in tunisia," Demography, Springer;Population Association of America (PAA), vol. 32(1), pages 111-131, February.
  34. Jean-Pierre Lachaud, 2006. "La croissance pro-pauvres au Burkina Faso. L’éviction partielle de l’axiome d’anonymat en présence de données transversales," Documents de travail 126, Groupe d'Economie du Développement de l'Université Montesquieu Bordeaux IV.
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  38. Celidoni, Martina, 2011. "Vulnerability to poverty: An empirical comparison of alternative measures," MPRA Paper 33002, University Library of Munich, Germany.
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  41. Wechsler, Seth J. & McFadden, Jonathan R. & Smith, David J., 2016. "Into the Weeds: A Structural Model of Herbicide Demand and Glyphosate Resistance on U.S. Corn Farms," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235998, Agricultural and Applied Economics Association.
  42. Shen, Chan & Tina Shih, Ya-Chen, 2016. "Therapeutic substitutions in the midst of new technology diffusion: The case of treatment for localized prostate cancer," Social Science & Medicine, Elsevier, vol. 151(C), pages 110-120.
  43. Md. Israt Rayhan & Ulrike Grote, 2010. "Crop Diversification to Mitigate Flood Vulnerability in Bangladesh: An Economic Approach," Economics Bulletin, AccessEcon, vol. 30(1), pages 597-604.
  44. Uche M. Ozughalu & Fidelis O. Ogwumike, 2013. "Vulnerability to Food Poverty in Nigeria," African Development Review, African Development Bank, vol. 25(3), pages 243-255, September.
  45. Zereyesus, Yacob & Tsiboe, Francis & Embaye, Weldensie, 2016. "The Effect of Shocks and Remittances on Household’s Vulnerability to Food Poverty: Evidence from Bangladesh," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 236199, Agricultural and Applied Economics Association.
  46. Lei He & Shuyi Zhou, 2022. "Household Financial Vulnerability to Income and Medical Expenditure Shocks: Measurement and Determinants," IJERPH, MDPI, vol. 19(8), pages 1-17, April.
  47. Novignon, Jacob, 2010. "Estimating household vulnerability to poverty from cross section data: an empirical evidence from Ghana," MPRA Paper 39900, University Library of Munich, Germany.
  48. Calzolari, Giorgio & Panattoni, Lorenzo, 1984. "Evaluating Forecast Uncertainty in Econometric Models: The Effect of Alternative Estimators of Maximum Likelihood Covariance Matrix," MPRA Paper 28806, University Library of Munich, Germany.
  49. Shuo Ding, 2023. "Vulnerability to Poverty in Chinese Households with Elderly Members: 2013–2018," Sustainability, MDPI, vol. 15(6), pages 1-30, March.
  50. Calzolari, Giorgio & Fiorentini, Gabriele, 1994. "Conditional heteroskedasticity in nonlinear simultaneous equations," MPRA Paper 24428, University Library of Munich, Germany.
  51. Manthos D. Delis & K. Christos Staikouras & Panagiotis T. Varlagas, 2008. "On the Measurement of Market Power in the Banking Industry," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 35(7‐8), pages 1023-1047, September.
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  54. Pandey, Vivek & Singh, Shyam & Kumar, Deepak, 2022. "COVID-19, information management by local governments, and food consumption," Food Policy, Elsevier, vol. 110(C).
  55. Dekle, Robert & Ryoo, Heajin H., 2007. "Exchange rate fluctuations, financing constraints, hedging, and exports: Evidence from firm level data," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 17(5), pages 437-451, December.
  56. Jeffrey I. Bernstein & M. Ishaq Nadiri, 1988. "Rates Of Return On Physical And R&D Capital And Structure Of The Production Process: Cross Section And Time Series Evidence," NBER Working Papers 2570, National Bureau of Economic Research, Inc.
  57. Isaac Koomson & Renato A. Villano & David Hadley, 2020. "Effect of Financial Inclusion on Poverty and Vulnerability to Poverty: Evidence Using a Multidimensional Measure of Financial Inclusion," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 149(2), pages 613-639, June.
  58. Chernozhukov, Victor & Hansen, Christian, 2006. "Instrumental quantile regression inference for structural and treatment effect models," Journal of Econometrics, Elsevier, vol. 132(2), pages 491-525, June.
  59. Titay Zeleke & Fekadu Beyene & Temesgen Deressa & Jemal Yousuf & Temesgen Kebede, 2021. "Vulnerability of Smallholder Farmers to Climate Change-Induced Shocks in East Hararghe Zone, Ethiopia," Sustainability, MDPI, vol. 13(4), pages 1-19, February.
  60. Abdurrahman, Korkmaz, 2012. "The transmission process of financial crises across the emerging markets: an alternative consideration," MPRA Paper 37421, University Library of Munich, Germany.
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  81. Zhaohua Zhang & Yuxi Luo & Derrick Robinson, 2018. "Reducing Food Poverty and Vulnerability among the Rural Elderly with Chronic Diseases: The Role of the New Rural Pension Scheme in China," IJERPH, MDPI, vol. 15(6), pages 1-20, June.
  82. Calzolari, Giorgio & Panattoni, Lorenzo, 1984. "A Simulation Study on FIML Covariance Matrix," MPRA Paper 28804, University Library of Munich, Germany.
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