Econometrica: Apr 1962, Volume 30, Issue 2

Note on the Computation of Full-Information Maximum-Likelihood Estimates of Coefficients of a Simultaneous System

https://doi.org/0012-9682(196204)30:2<343:NOTCOF>2.0.CO;2-N
p. 343-348

Harry Eisenpress

This note describes an electronic computer program for the computation of coefficients of a simultaneous stochastic system by various methods, including full-information maximum-likelihood.
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