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The nonlinear limited-information maximum-likelihood estimator and the modified nonlinear two-stage least-squares estimator. (English) Zbl 0318.62087

MSC:
62P20 Applications of statistics to economics
62J05 Linear regression; mixed models
62E20 Asymptotic distribution theory in statistics
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[1] Amemiya, T., The nonlinear two-stage least-squares estimator, Journal of econometrics, 2, 105-110, (1974) · Zbl 0282.62089
[2] Amemiya, T.; Fuller, W.A., A comparative study of alternative estimators in a distributed lag model, Econometrica, 35, 509-529, (1967) · Zbl 0168.39601
[3] Berndt, E.R.; Hall, B.H.; Hall, R.E.; Hausman, J.A., Estimation and inference in nonlinear structural models, Annals of social and economic measurement, 3, 653-665, (1974)
[4] Jorgenson, D.W.; Laffont, J., Efficient estimation of nonlinear simultaneous equations with additive disturbances, Annals of social and economic measurement, 3, 615-640, (1974)
[5] Kelejian, H.H., Efficient instrumental variable estimation of large scale nonlinear econometric models, (1973), unpublished paper
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