Econometric Issues in the Analysis of Regressions with Generated Regressors (Q3339150)

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scientific article; zbMATH DE number 3872533
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    Econometric Issues in the Analysis of Regressions with Generated Regressors
    scientific article; zbMATH DE number 3872533

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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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