The Maximum Likelihood Stage Least Squares Estimator in the Nonlinear Simultaneous Equations Model
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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
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美国国家经济研究局创建时间：
1975-06-01
