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ON THE COMPUTATION OF FULL-INFORMATION MAXIMUM LIKELIHOOD ESTIMATES FOR NONLINEAR EQUATION SYSTEMS.

In this paper, the author generalizes the modified Newton method previously applied to the computation of full-information maximum likelihood estimates of parameters of a system of linear structural equations to the case of a system of nonlinear structural equations. The success of that method for l...

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Published in:Review of Economics & Statistics Vol. 55; no. 1; pp. 104 - 110
Main Author: Chow, Gregory C.
Format: Article
Published: MIT Press Feb73
Subjects:
Linear systems
Newton-Raphson method
Equations
Linear statistical models
Estimation theory
Autoregression (Statistics)
Iterative methods (Mathematics)
Stochastic processes
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