A simplified approach to M-estimation with application to two-stage estimators

DOI10.1016/0304-4076(87)90020-0zbMath0612.62027OpenAlexW2057711670MaRDI QIDQ1088322

Gregory M. Duncan

Publication date: 1987

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(87)90020-0

zbMATH Keywords

M-estimatortwo-stage estimatorsHausman type specification testsufficient conditions for consistency and asymptotic normality

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Point estimation (62F10)

Related Items

Robust estimators for simultaneous equations models, Two-stage Huber estimation, Stable Asymptotics for M‐estimators, A propensity score adjustment for multiple group structural equation modeling, Doubly robust-type estimation for covariate adjustment in latent variable modeling, On the use of sampling weights when estimating regression models with survey data

Cites Work

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• Large Sample Properties of Generalized Method of Moments Estimators
• The nonlinear two-stage least-squares estimator
• Approximation Theorems of Mathematical Statistics
• Dummy Endogenous Variables in a Simultaneous Equation System
• Sample Selection Bias as a Specification Error
• Specification Tests in Econometrics
• Regression Analysis when the Dependent Variable Is Truncated Normal
• Asymptotic Properties of Non-Linear Least Squares Estimators