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

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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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