Two Stage and Related Estimators and Their Applications

DOI10.2307/2297604zbMath0632.62111MaRDI QIDQ3769832

Adrian R. Pagan

Publication date: 1986

Published in: The Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: https://cowles.yale.edu/sites/default/files/files/pub/d07/d0741.pdf

zbMATH Keywords

consistencytime seriesefficiencyexpectationsserial correlationcensoringmisspecificationdiagnostic testsunified treatmenttwo stage estimatorscorrect inferences

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear inference, regression (62J99)

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