Full-information estimates of a nonlinear macroeconometric model

Full-information estimates of a nonlinear macroeconometric model

Results of estimating a large-scale, nonlinear macroeconometric model by full-information maximum-likelihood, nonlinear three-stage least squares, and nonlinear two-stage least squares are reported in this paper. The computation of the estimates is first discussed, and then the differences among the...

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Veröffentlicht in:Journal of econometrics 1980-08, Vol.13 (3), p.269-291
Hauptverfasser: Fair, Ray C., Parke, William R.
Format: Artikel
Sprache:eng
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Zusammenfassung:Results of estimating a large-scale, nonlinear macroeconometric model by full-information maximum-likelihood, nonlinear three-stage least squares, and nonlinear two-stage least squares are reported in this paper. The computation of the estimates is first discussed, and then the differences among the estimates are examined.
ISSN:0304-4076
1872-6895
DOI:10.1016/0304-4076(80)90080-9