The Maximum Likelihood Stage Least Squares Estimator in the Nonlinear Simultaneous Equations Model
收藏NBER1975-06-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w0090
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资源简介：
The consistency and the asymptotic normality of the maximum likelihood estimator in the general nonlinear simultaneous equation model are proved. It is shown that the proof depends on the assumption of normality unlike in the linear simultaneous equation model. It is proved that the maximum
提供机构：
美国国家经济研究局
创建时间：
1975-06-01
