Modified three-stage least squares estimator which is third-order efficient (Q1801420)
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scientific article; zbMATH DE number 202516
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modified three-stage least squares estimator which is third-order efficient |
scientific article; zbMATH DE number 202516 |
Statements
Modified three-stage least squares estimator which is third-order efficient (English)
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30 August 1993
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modified two-stage least squares estimator
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full information maximum likelihood estimator
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modified three-stage least squares estimator
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third-order efficiency
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asymptotic expansion
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modified 2SLS estimator
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modified SUR estimator
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