The Stochastic Difference Between Econometric Statistics
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Publication:3210031
DOI10.2307/1911699zbMath0722.62067OpenAlexW2066484268MaRDI QIDQ3210031
Publication date: 1988
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1911699
maximum likelihoodnonlinear least squaresoptimal algorithmssimultaneous equation modelsiterative procedurestarget estimatorhigher order efficiency comparisonsstochastic differencethree-stage least-squares estimation
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20)
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