Modified three-stage least squares estimator which is third-order efficient (Q1801420)

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Modified three-stage least squares estimator which is third-order efficient
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    Modified three-stage least squares estimator which is third-order efficient (English)
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    30 August 1993
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    modified two-stage least squares estimator
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    full information maximum likelihood estimator
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    modified three-stage least squares estimator
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    third-order efficiency
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    asymptotic expansion
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    modified 2SLS estimator
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    modified SUR estimator
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