Consistent maximum likelihood estimation of the nonlinear regression model with normal errors

Full information maximum likelihood estimation of models containing forward rational expectations A new approach

Snell, A
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1985

SIGLEAvailable from British Library Lending Division - LD:4223.04(GPP--548) / BLDSC - British Librar...

On the asymptotic normality of the maximum likelihood estimator with dependent observations

Heijmans, R.D.H.
Magnus, J.R
London School of Economics and Political Science (United Kingdom). International Centre for Economics and Related Disciplines

January 1983

SIGLEAvailable from British Library Lending Division - LD:84/25295(On) / BLDSC - British Library Doc...

A model-independent measure of regression difficulty

Zhang, B.
Elkan, C.
Dayal, U.
Hewlett-Packard Laboratories, Bristol (United Kingdom)

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:4335.26205(2000-5) / BLDSC - British ...

CONSISTENT MAXIMUM LIKELIHOOD ESTIMATION OF THE NONLINEAR REGRESSION MODEL WITH NORMAL ERRORS

Heijmans, Risto
Magnus, Jan

September 2019

Standard consistency proofs of the maximum likelihood estimator rely on the assumption that the obse...

Regression parameter estimation with serially correlated errors

Glasbey, C.A
Edinburgh Univ. (United Kingdom)

January 1984

SIGLEAvailable from British Library Lending Division - LD:D55240/85 / BLDSC - British Library Docume...

On the consistency of the maximum likelihood estimator with dependent observations

Magnus, J.R
Heijmans, R.D.H.
London School of Economics and Political Science (United Kingdom) . International Centre for Economics and Related Disciplines

January 1983

SIGLEAvailable from British Library Lending Division - LD:84/25297(On) / BLDSC - British Library Doc...

Root-N-consistent semiparametric regression

Robinson, P
London School of Economics (United Kingdom)

January 1987

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.4615(LSE-EPR-DP--9) / BLDSC - B...

On L_1-norm estimation of orthogonal regression model

Abdullah, M.B
Sheffield Univ. (United Kingdom). Dept. of Probability and Statistics

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:7769.086(SU-DPS-RR--420/93) / BLDSC ...

ASYMPTOTIC NORMALITY OF THE MAXIMUM LIKELIHOOD ESTIMATOR IN THE NONLINEAR REGRESSION MODEL WITH NORMAL ERRORS

Heijmans, Risto
Magnus, Jan

September 2019

Asymptotic Properties of the Maximum Likelihood Estimators in the Nonlinear Regression Model with No...

Nonlinear estimation in the linear regression model with nonnormal disturbances

Knautz, Henning

January 1996

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, D-21400 Kiel W 1084 (13) / FI...

Robust regression estimation in generalized linear models

Hamzah, N.A

January 1995

SIGLEAvailable from British Library Document Supply Centre-DSC:DX188726 / BLDSC - British Library Do...

Nonlinear Estimation: Some Standard Results

Chau, Fernando

December 1983

Nonlinear models arise naturally in economics. Both least squares and maximum-likelihood estimators ...

Nonlinear parameter estimation techniques

Voon, W.

January 1983

SIGLEAvailable from British Library Document Supply Centre-DSC:DX212122 / BLDSC - British Library Do...

The misspecification of dynamic regression models

Pollock, S
Queen Mary and Westfield Coll., London (United Kingdom). Dept. Economics

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:6392.9259(QMWC-DE-P--287) / BLDSC - ...

A consistent test for nonlinear out of sample predictive accuracy

Corradi, V.
Swanson, N.R.
Exeter Univ. (United Kingdom). Dept. of Economics

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9295(00/12) / BLDSC - British Li...

Full information maximum likelihood estimation of models containing forward rational expectations A new approach

Snell, A
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1985

SIGLEAvailable from British Library Lending Division - LD:4223.04(GPP--548) / BLDSC - British Librar...

On the asymptotic normality of the maximum likelihood estimator with dependent observations

Heijmans, R.D.H.
Magnus, J.R
London School of Economics and Political Science (United Kingdom). International Centre for Economics and Related Disciplines

January 1983

SIGLEAvailable from British Library Lending Division - LD:84/25295(On) / BLDSC - British Library Doc...

A model-independent measure of regression difficulty

Zhang, B.
Elkan, C.
Dayal, U.
Hewlett-Packard Laboratories, Bristol (United Kingdom)

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:4335.26205(2000-5) / BLDSC - British ...

CONSISTENT MAXIMUM LIKELIHOOD ESTIMATION OF THE NONLINEAR REGRESSION MODEL WITH NORMAL ERRORS

Heijmans, Risto
Magnus, Jan

September 2019

Standard consistency proofs of the maximum likelihood estimator rely on the assumption that the obse...

Regression parameter estimation with serially correlated errors

Glasbey, C.A
Edinburgh Univ. (United Kingdom)

January 1984

SIGLEAvailable from British Library Lending Division - LD:D55240/85 / BLDSC - British Library Docume...

On the consistency of the maximum likelihood estimator with dependent observations

Magnus, J.R
Heijmans, R.D.H.
London School of Economics and Political Science (United Kingdom) . International Centre for Economics and Related Disciplines

January 1983

SIGLEAvailable from British Library Lending Division - LD:84/25297(On) / BLDSC - British Library Doc...

Root-N-consistent semiparametric regression

Robinson, P
London School of Economics (United Kingdom)

January 1987

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.4615(LSE-EPR-DP--9) / BLDSC - B...

On L_1-norm estimation of orthogonal regression model

Abdullah, M.B
Sheffield Univ. (United Kingdom). Dept. of Probability and Statistics

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:7769.086(SU-DPS-RR--420/93) / BLDSC ...

ASYMPTOTIC NORMALITY OF THE MAXIMUM LIKELIHOOD ESTIMATOR IN THE NONLINEAR REGRESSION MODEL WITH NORMAL ERRORS

Heijmans, Risto
Magnus, Jan

September 2019

Asymptotic Properties of the Maximum Likelihood Estimators in the Nonlinear Regression Model with No...

Nonlinear estimation in the linear regression model with nonnormal disturbances

Knautz, Henning

January 1996

SIGLEAvailable from Bibliothek des Instituts fuer Weltwirtschaft, ZBW, D-21400 Kiel W 1084 (13) / FI...

Robust regression estimation in generalized linear models

Hamzah, N.A

January 1995

SIGLEAvailable from British Library Document Supply Centre-DSC:DX188726 / BLDSC - British Library Do...

Nonlinear Estimation: Some Standard Results

Chau, Fernando

December 1983

Nonlinear models arise naturally in economics. Both least squares and maximum-likelihood estimators ...

Nonlinear parameter estimation techniques

Voon, W.

January 1983

SIGLEAvailable from British Library Document Supply Centre-DSC:DX212122 / BLDSC - British Library Do...

The misspecification of dynamic regression models

Pollock, S
Queen Mary and Westfield Coll., London (United Kingdom). Dept. Economics

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:6392.9259(QMWC-DE-P--287) / BLDSC - ...

A consistent test for nonlinear out of sample predictive accuracy

Corradi, V.
Swanson, N.R.
Exeter Univ. (United Kingdom). Dept. of Economics

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9295(00/12) / BLDSC - British Li...

Full information maximum likelihood estimation of models containing forward rational expectations A new approach

Snell, A
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1985

SIGLEAvailable from British Library Lending Division - LD:4223.04(GPP--548) / BLDSC - British Librar...

On the asymptotic normality of the maximum likelihood estimator with dependent observations

Heijmans, R.D.H.
Magnus, J.R
London School of Economics and Political Science (United Kingdom). International Centre for Economics and Related Disciplines

January 1983

SIGLEAvailable from British Library Lending Division - LD:84/25295(On) / BLDSC - British Library Doc...

A model-independent measure of regression difficulty

Zhang, B.
Elkan, C.
Dayal, U.
Hewlett-Packard Laboratories, Bristol (United Kingdom)

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:4335.26205(2000-5) / BLDSC - British ...

Consistent maximum likelihood estimation of the nonlinear regression model with normal errors

Abstract

Extracted data

Consistent maximum likelihood estimation of the nonlinear regression model with normal errors

Abstract

Extracted data

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