On the asymptotic optimality of alternative minimum-distance estimators in linear latent-variable models
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Bibliographic InfoPaper provided by Department of Economics and Business, Universitat Pompeu Fabra in its series Economics Working Papers with number 35.
Date of creation: Feb 1993
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Web page: http://www.econ.upf.edu/
Other versions of this item:
- Satorra, Albert & Neudecker, Heinz, 1994. "On the Asymptotic Optimality of Alternative Minimum-Distance Estimators in Linear Latent-Variable Models," Econometric Theory, Cambridge University Press, vol. 10(05), pages 867-883, December.
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- Anderson, T. W., 1989. "Linear latent variable models and covariance structures," Journal of Econometrics, Elsevier, vol. 41(1), pages 91-119, May.
- Chamberlain, Gary, 1982. "Multivariate regression models for panel data," Journal of Econometrics, Elsevier, vol. 18(1), pages 5-46, January.
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- Eva Ventura & Albert Satorra, 1998. "Lyfe-cycle effects on household expenditures: A latent-variable approach," Economics Working Papers 354, Department of Economics and Business, Universitat Pompeu Fabra.
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- Artem Prokhorov, 2008.
"On relative efficiency of Quasi-MLE and GMM estimators of covariance structure models,"
08004, Concordia University, Department of Economics.
- Prokhorov, Artem, 2009. "On relative efficiency of quasi-MLE and GMM estimators of covariance structure models," Economics Letters, Elsevier, vol. 102(1), pages 4-6, January.
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