×

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 0611.62071
Gallant, 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

Citations by Year