The Asymptotic Normality of Two-Stage Least Absolute Deviations Estimators
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Publication:3323105
DOI10.2307/1912290zbMath0537.62095OpenAlexW2014524653MaRDI QIDQ3323105
Publication date: 1983
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1912290
asymptotic normalitysimultaneous equations modelasymptotic equivalence propositionlarge-sample covariance matricestwo-stage least absolute deviations estimators
Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20)
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