Econometric Issues in the Analysis of Regressions with Generated Regressors (Q3339150)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Econometric Issues in the Analysis of Regressions with Generated Regressors |
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Econometric Issues in the Analysis of Regressions with Generated Regressors (English)
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1984
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standard errors
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econometric tests
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Efficiency
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consistency
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residuals
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generated regressors
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rational expectation models
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two-step estimator
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limiting distribution
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single-step maximum likelihood estimators
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