When are two step estimators efficient?
type: Item
instance of: scholarly article
title: When are two step estimators efficient?
zbMATH Open document ID: 0741.62096
DOI: 10.1080/07474939108800206
author: Michael McAleer
author: C. R. Mckenzie
published in: Econometric Reviews
publication date: 1992-06-25T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62J05
zbMATH DE Number: 11731
zbMATH Keywords: generated regressors
zbMATH Keywords: rational expectations models
zbMATH Keywords: Kruskal's theorem
zbMATH Keywords: efficiency
zbMATH Keywords: two step estimators
zbMATH Keywords: 2SE
zbMATH Keywords: structural equation
zbMATH Keywords: generalized least squares estimator
zbMATH Keywords: maximum likelihood estimator
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1080/07474939108800206
OpenAlex ID: W2087231983
cites work: When are Gauss-Markov and Least Squares Estimators Identical? A Coordinate-Free Approach
cites work: Econometric Issues in the Analysis of Regressions with Generated Regressors
cites work: Two Stage and Related Estimators and Their Applications
description: scientific article; zbMATH DE number 11731