Extending argmin to FIML estimation of simultaneous equations

AtsushiSakai / ArgMin.jl

A numerical solver by pure Julia

MIT License

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Open finmod opened 5 years ago

finmod commented 5 years ago

Would you consider extending argmin to the type of problem solver for maximum likelihood estimator of simultaneous equations as in Davidson & MacKinnon equation 12.80 here: http://bseu.by/russian/faculty5/stat/docs/4/Davidson,MacKinnon,%20Econometric%20Theory%20and%20Methods.pdf

AtsushiSakai commented 5 years ago

@finmod Hi. That's good idea, but I have no time now. Could you do it? Your PR is wellcome.