Econometrica: Oct 1966, Volume 34, Issue 4
The Estimation of Nonlinear Econometric Systems
https://doi.org/0012-9682(196610)34:4<851:TEONES>2.0.CO;2-E
p.
851-861
Harry Eisenpress, John Greenstadt
The estimation of the parameters of a regression equation or system that is nonlinear in the parameters or the dependent variables, or both, is described. This is achieved without recourse to linearization. The OLS and FIML estimates are obtained by a stable modification of the Newton method.Log In To View Full Content