Two-Stage Least-Squares Estimation with Shifts in the Structural Form

DOI10.2307/1909705zbMath0223.62128OpenAlexW2009490485MaRDI QIDQ5629121

Lise Salvas Bronsard, Anton P. Barten

Publication date: 1970

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1909705

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (3)

FIML estimation of models with multiple regimes and covariance restrictions ⋮ The class of BAN estimators of a single structural equation with structural change ⋮ Finite-sample properties of single-equation estimators under structural change

This page was built for publication: Two-Stage Least-Squares Estimation with Shifts in the Structural Form