On Efficient Estimation and Correct Inference in Models with Generated Regressions: A General Approach
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Bibliographic InfoPaper provided by Australian National University - Department of Economics in its series Papers with number 211.
Length: 23 pages
Date of creation: 1990
Date of revision:
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Postal: THE AUSTRALIAN NATIONAL UNIVERSITY, DEPARTMENT OF ECONOMICS, RESEARCH SCHOOL of PACIFIC STUDIES, RESEARCH SCHOOL OF SOCIAL SCIENCES, G.P.O. 4, CANBERRA ACT 2601 AUSTRALIA..O. BOX 4 CANBERRA 2601 AUSTRALIA.
Web page: http://economics.anu.edu.au/economics.htm
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expectations ; econometrics ; economic models;
Other versions of this item:
- Colin McKenzie & Michael McAleer, 1997. "On Efficient Estimation and Correct Inference in Models with Generated Regressors: a General Approach," The Japanese Economic Review, Japanese Economic Association, vol. 48(4), pages 368-389, December.
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