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Two Stage and Related Estimators and Their Applications

Listed author(s):
  • Adrian Pagan

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.

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File URL: http://hdl.handle.net/10.2307/2297604
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Article provided by Oxford University Press in its journal The Review of Economic Studies.

Volume (Year): 53 (1986)
Issue (Month): 4 ()
Pages: 517-538

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Handle: RePEc:oup:restud:v:53:y:1986:i:4:p:517-538.
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  9. Richard Smith & Richard Blundell, 1983. "An Exogeneity Test for the Simultaneous Equation Tobit Model With an Application to Labour Supply," Working Papers 546, Queen's University, Department of Economics.
  10. Barro, Robert J, 1977. "Unanticipated Money Growth and Unemployment in the United States," American Economic Review, American Economic Association, vol. 67(2), pages 101-115, March.
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