When are two step estimators efficient? (Q3974561)

From MaRDI portal
scientific article
Language Label Description Also known as
English
When are two step estimators efficient?
scientific article

    Statements

    When are two step estimators efficient? (English)
    0 references
    0 references
    0 references
    25 June 1992
    0 references
    0 references
    generated regressors
    0 references
    rational expectations models
    0 references
    Kruskal's theorem
    0 references
    efficiency
    0 references
    two step estimators
    0 references
    2SE
    0 references
    structural equation
    0 references
    generalized least squares estimator
    0 references
    maximum likelihood estimator
    0 references
    0 references