Econometrica: Oct 1966, Volume 34, Issue 4
The Estimation of Nonlinear Econometric Systems
Harry Eisenpress, John GreenstadtThe 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.
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