This paper describes an iterative procedure for obtaining maximum likelihood estimates of the parameters of a generalized regression model when direct maximization with respect to all parameters is difficult. A proof of convergence and some interesting applications are provided.
MLA
Kmenta, J., and W. Oberhofer. “A General Procedure for Obtaining Maximum Likelihood Estimates in Generalized Regression Models.” Econometrica, vol. 42, .no 3, Econometric Society, 1974, pp. 579-590, https://www.jstor.org/stable/1911792
Chicago
Kmenta, J., and W. Oberhofer. “A General Procedure for Obtaining Maximum Likelihood Estimates in Generalized Regression Models.” Econometrica, 42, .no 3, (Econometric Society: 1974), 579-590. https://www.jstor.org/stable/1911792
APA
Kmenta, J., & Oberhofer, W. (1974). A General Procedure for Obtaining Maximum Likelihood Estimates in Generalized Regression Models. Econometrica, 42(3), 579-590. https://www.jstor.org/stable/1911792
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