Asymptotic least-squares estimation efficiency considerations and applications
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Publication:3197179
DOI10.1002/jae.3950050303zbMath0712.62104MaRDI QIDQ3197179
David A. Kodde, Franz C. Palm, Gerard A. Pfann
Publication date: 1990
Published in: Journal of Applied Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/jae.3950050303
additional information; large sample efficiency; asymptotic least-squares estimation; dynamic rational expectations factor demand model; nonlinear cross-equation restrictions
62F12: Asymptotic properties of parametric estimators
62P20: Applications of statistics to economics
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