When are two step estimators efficient?
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Publication:3974561
DOI10.1080/07474939108800206zbMath0741.62096MaRDI QIDQ3974561
C. R. Mckenzie, Michael McAleer
Publication date: 25 June 1992
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474939108800206
efficiency; maximum likelihood estimator; generated regressors; Kruskal's theorem; generalized least squares estimator; structural equation; rational expectations models; two step estimators; 2SE
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