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The nonlinear two-stage least-squares estimator. (English) Zbl 0282.62089

MSC:
62P20 Applications of statistics to economics
62J05 Linear regression; mixed models
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[1] Amemiya, T., Regression analysis when the dependent variable is truncated normal, (), scheduled to appear in Econometrica · Zbl 0282.62061
[2] Anderson, T.W., The statistical analysis of time series, (1971), John Wiley New York · Zbl 0225.62108
[3] Draper, N.R.; Smith, H., Applied regression analysis, (1966), John Wiley New York · Zbl 0158.17101
[4] Goldfeld, S.M.; Quandt, R.E., Nonlinear methods in econometrics, (1972), North-Holland Amsterdam · Zbl 0231.62114
[5] Jacoby, S.L.S.; Kowalik, J.S.; Pizzo, J.T., Iterative methods for nonlinear optimization problems, (1972), Prentice-Hall Englewood Cliffs, N.J · Zbl 0315.65036
[6] Kelejian, H.H., Two-stage least squares and econometric systems linear in parameters but nonlinear in endogenous variables, Journal of the American statistical association, 66, 373-374, (1971)
[7] Zellner, A.; Huang, D.S.; Chau, L.C., Further analysis of the short run consumption function with emphasis on therole of liquid assets, Econometrica, 33, 571-581, (1965)
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