Two Stage and Related Estimators and Their Applications
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Publication:3769832
DOI10.2307/2297604zbMath0632.62111MaRDI QIDQ3769832
Publication date: 1986
Published in: The Review of Economic Studies (Search for Journal in Brave)
Full work available at URL: https://cowles.yale.edu/sites/default/files/files/pub/d07/d0741.pdf
consistencytime seriesefficiencyexpectationsserial correlationcensoringmisspecificationdiagnostic testsunified treatmenttwo stage estimatorscorrect inferences
Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear inference, regression (62J99)
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