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Efficiency of Two-Stage and Three-Stage Least Squares Estimators

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  • Srivastava, V K
  • Tiwari, Ramji

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  • Srivastava, V K & Tiwari, Ramji, 1978. "Efficiency of Two-Stage and Three-Stage Least Squares Estimators," Econometrica, Econometric Society, vol. 46(6), pages 1495-1498, November.
  • Handle: RePEc:ecm:emetrp:v:46:y:1978:i:6:p:1495-98
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    Cited by:

    1. Manuel Pérez-Trujillo & Mauricio Oyarzo Aguilar & Dusan Paredes Araya, 2020. "Long-distance commuting and the effect of differentiated salary expectations in the commuters’ place of living on the wage obtained in the place of working," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 65(2), pages 459-489, October.
    2. Mircea I. Cosbuc & Cristian Gatu & Ana Colubi & Erricos John Kontoghiorghes, 2017. "A Generalized Singular Value Decomposition Strategy for Estimating the Block Recursive Simultaneous Equations Model," Computational Economics, Springer;Society for Computational Economics, vol. 50(3), pages 503-515, October.
    3. Heather L. Bednarek & Hailong Qian, 2016. "The optimality of non-optimal GMM estimation of parameters of interest and the partial asymptotic efficiency of 2SLS estimation," Economics Bulletin, AccessEcon, vol. 36(3), pages 1636-1649.

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