Two Stage and Related Estimators and Their Applications
Copyright policy )Two Stage and Related Estimators and Their Applications
This paper aims to provide a unified treatment of the properties of two stage estimators. General conditions are set forth for consistency, efficiency and correct inferences. Applications of the general theorems are made to models with expectations and diagnostic tests. The general approach frequently enables much simpler derivation of existing results, and provides a number of new ones.
- Australian National University Australia
consistency, Estimation in multivariate analysis, serial correlation, misspecification, unified treatment, correct inferences, two stage estimators, diagnostic tests, Time series, auto-correlation, regression, etc. in statistics (GARCH), censoring, Linear inference, regression, efficiency, Two stage estimators, censored data, anticipation, time series, Applications of statistics to economics, expectations
consistency, Estimation in multivariate analysis, serial correlation, misspecification, unified treatment, correct inferences, two stage estimators, diagnostic tests, Time series, auto-correlation, regression, etc. in statistics (GARCH), censoring, Linear inference, regression, efficiency, Two stage estimators, censored data, anticipation, time series, Applications of statistics to economics, expectations
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