全球智库信息集成服务系统(G2TT): Estimation of Econometric Model Using Nonlinear Full Information Maximum Likelihood: Preliminary Computer Results

G2TT

来源类型	Working Paper
规范类型	报告
DOI	10.3386/w0142
来源ID	Working Paper 0142
	Estimation of Econometric Model Using Nonlinear Full Information Maximum Likelihood: Preliminary Computer Results
	David A. Belsley; Kent D. Wall
发表日期	1976-07-01
出版年	1976
语种	英语
摘要	This working paper provides some preliminary results on the computational feasibility of nonlinear full information maximum likelihood (NECML) estimation. Severa1 of the test cases presented were also subjected to nonlinear three stage least square (NLBSLS) estimation in order to illustrate the relative performance of the two estimation techniques. In addition, certain other aspects central to practical implementation are highlighted. These include the effect of various computers on the efficiency of the code, as well as the relative merits of numerical and analytical generation of gradient information. Broadly speaking, NLFIML appears competitive in cost and superior in statistical properties to NL3SLS.
URL	https://www.nber.org/papers/w0142
来源智库	National Bureau of Economic Research (United States)
引用统计
资源类型	智库出版物
条目标识符	http://119.78.100.153/handle/2XGU8XDN/557336
推荐引用方式 GB/T 7714	David A. Belsley,Kent D. Wall. Estimation of Econometric Model Using Nonlinear Full Information Maximum Likelihood: Preliminary Computer Results. 1976.