Econometrica: Apr, 1962, Volume 30, Issue 2

Note on the Computation of Full-Information Maximum-Likelihood Estimates of Coefficients of a Simultaneous System

https://www.jstor.org/stable/1910223
p. 343-348

Harry Eisenpress

This note describes an electronic computer program for the computation of coefficients of a simultaneous stochastic system by various methods, including full-information maximum-likelihood.

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We are deeply saddened by the passing of Kate Ho, the John L. Weinberg Professor of Economics and Business Policy at Princeton University and a Fellow of the Econometric Society. Kate was a brilliant IO economist and scholar whose impact on the profession will resonate for many years to come.

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