The behavior of trust-region methods in FIML estimation

Carlo BIANCHI - IBM Italy, Pisa Scientific Center Giorgio CALZOLARI - IBM Italy, Pisa Scientific Center Paolo CORSI - IBM Italy, Pisa Scientific Center.

Estimation of nonlinear simultaneous equations: a survey.

Coherent Forecast with Nonlinear Econometric Models. Calzolari, Giorgio and

Mode predictors in nonlinear systems with identities. Calzolari, Giorgio and

Bianchi, Carlo and Calzolari, Giorgio and Corsi, Paolo and Panattoni, Lorenzo. IBM Scientific Center,

Gradient methods in FIML estimation of econometric models. Calzolari, Giorgio and

A Simulation Study on FIML Covariance Matrix. Calzolari, Giorgio and

Hessian and approximated Hessian matrices in maximum likelihood estimation: a Monte Carlo study. Calzolari, Giorgio and