nlmdl swMATH ID: 27811 Software Authors: Gallant, A. Ronald Description: nlmdl: Instructions for obtaining, A C++ implementation of statistical methods in A. Ronald Gallant’s, ”Nonlinear Statistical Models”. The program computes least squares estimates for a univariate nonlinear regression model and generalized least squares estimates for a multivariate nonlinear regression model. Use the SUR option for both. Other options can be set to correct variance estimates for heteroskedasticity and/or serial correlation. For simultaneous nonlinear systems, possibly in implicit form, it computes three-stage least-squares estimates, TSLS option, and for nonlinear dynamic systems, possibly in implicit form, generalized method-of-moments estimates, GMM option. Homepage: http://lib.stat.cmu.edu/general/Nlmdl/ Related Software: Stata; SemiPar; R; Ox; SAS; OPQ; StFinMetrics; MEMSS; npmlreg; car; S-PLUS; odesolve; BayesDA; astsa; Mcmcpack; INTOPT_90; GiNaC; BARON; fda (R); Matlab Cited in: 120 Publications Standard Articles 1 Publication describing the Software, including 1 Publication in zbMATH Year Nonlinear statistical models. Zbl 0611.62071Gallant, A. Ronald 1987 all top 5 Cited by 212 Authors 8 Banks, Harvey Thomas 7 Dette, Holger 5 Hall, Alastair R. 4 Gallant, A. Ronald 4 Wang, Liqun 4 Wiens, Douglas P. 3 Fitzpatrick, Ben G. 3 Inoue, Atsushi 2 Andrews, Donald Wilfrid Kao 2 da Silva e Souza, Geraldo 2 Demidenko, Eugene 2 Ducharme, Gilles R. 2 Dufour, Jean-Marie 2 Fontez, Bénédicte 2 Ghysels, Eric 2 Gonçalves Gomes, Eliane 2 Landajo, Manuel 2 Linton, Oliver Bruce 2 Munk, Axel 2 Neerchal, Nagaraj K. 2 Tauchen, George E. 2 Thompson, W. Clayton 2 Vetter, Mathias 2 Whang, Yoon-Jae 1 Abaffy, Jozsef 1 Ackleh, Azmy S. 1 Amaran, Satyajith 1 Anderson, Heather M. 1 Andrade, Dalton F. 1 Apanasovich, Tatiyana V. 1 Argilaguet, Jordi 1 Aşıkgil, Barış 1 Azzimonti, Laura 1 Banks, John E. 1 Bansal, Naveen K. 1 Bansal, Ravi 1 Barndorff-Nielsen, Ole Eiler 1 Bell, Bradley M. 1 Berliner, L. Mark 1 Bertocchi, Marida 1 Bollerslev, Tim 1 Bondell, Howard D. 1 Bontemps, Christian 1 Bravo, Francesco 1 Broze, Laurence 1 Bücher, Axel 1 Burke, James V. 1 Camacho, Erika T. 1 Cao, GuanQun 1 Carroll, Raymond James 1 Castelo Magalhães, Marilia 1 Castillo-Chavez, Carlos 1 Cavanaugh, Joseph E. 1 Chan, Kin Wai 1 Chapkin, Robert S. 1 Chipman, Hugh A. 1 Chiu, Weihsueh A. 1 Cho, Jin Seo 1 Christou, Vasiliki 1 Clarke, Bertrand S. 1 Conniffe, Denis 1 Creel, Michael 1 Dahlquist, Kam D. 1 Das, Sanghamitra 1 Davis, Jimena L. 1 de Andrés, Javier 1 Dick, Lara K. 1 Döring, Maik 1 Dupačová, Jitka 1 Eastwood, Brian J. 1 Elder, John IV 1 Entzminger, Stephanie D. 1 Erar, Aydın 1 Ermini, Luigi 1 Fard, Omid Solaymani 1 Farell, Montserrat 1 Farnoosh, Rahman 1 Field, Christopher A. 1 Flávio Dias Ávila, Antonio 1 Fokianos, Konstantinos 1 Franses, Philip Hans 1 Ghasemian, Javad 1 Gospodinov, Nikolay 1 Gourieroux, Christian 1 Grammig, Joachim 1 Granger, Clive William John 1 Graubard, Barry I. 1 Gu, Hong 1 Guay, Alain 1 Hamedani, Gholamhossein G. 1 Hamilton, James D. 1 Hansen, Peter Reinhard 1 Heckman, Nancy E. 1 Hetzler, Benjamin 1 Holly, Alberto 1 Hong, Han 1 Hood, J. B. 1 Hooper, Peter M. 1 Hsiao, Cheng 1 Hsieh, David A. ...and 112 more Authors all top 5 Cited in 47 Serials 30 Journal of Econometrics 8 Journal of Statistical Planning and Inference 6 The Canadian Journal of Statistics 6 Journal of Multivariate Analysis 6 Economics Letters 5 Biometrics 5 Computational Statistics and Data Analysis 3 Annals of the Institute of Statistical Mathematics 3 The Annals of Statistics 3 Statistics & Probability Letters 3 Journal of Applied Statistics 2 Scandinavian Journal of Statistics 2 Bulletin of Mathematical Biology 2 Journal of Time Series Analysis 2 Mathematical and Computer Modelling 2 European Journal of Operational Research 2 Econometric Theory 1 Computer Physics Communications 1 Journal of Mathematical Biology 1 Applied Mathematics and Computation 1 Kybernetika 1 Mathematica Slovaca 1 Statistica Neerlandica 1 Applied Numerical Mathematics 1 Econometric Reviews 1 Science in China. Series A 1 Multidimensional Systems and Signal Processing 1 Computational Statistics 1 SIAM Journal on Applied Mathematics 1 Test 1 Computational and Applied Mathematics 1 Top 1 Bernoulli 1 Science in China. Series E 1 Mathematical Finance 1 Journal of the Royal Statistical Society. Series B. Statistical Methodology 1 Journal of the Royal Statistical Society. Series C. Applied Statistics 1 Nonlinear Analysis. Real World Applications 1 Comptes Rendus. Mathématique. Académie des Sciences, Paris 1 International Journal of Pure and Applied Mathematics 1 Journal of Biological Dynamics 1 Electronic Journal of Statistics 1 Pesquisa Operacional 1 Journal of Agricultural, Biological, and Environmental Statistics 1 Sankhyā. Series B 1 Journal of Theoretical Biology 1 Wiley Series in Probability and Mathematical Statistics all top 5 Cited in 13 Fields 106 Statistics (62-XX) 16 Numerical analysis (65-XX) 13 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 11 Biology and other natural sciences (92-XX) 6 Probability theory and stochastic processes (60-XX) 5 Operations research, mathematical programming (90-XX) 2 Ordinary differential equations (34-XX) 2 Partial differential equations (35-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Computer science (68-XX) 2 Systems theory; control (93-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Fluid mechanics (76-XX) Citations by Year