When are two-stage and three-stage least squares estimators identical?
- 31 December 1981
- journal article
- Published by Elsevier in Economics Letters
- Vol. 8 (1) , 53-57
- https://doi.org/10.1016/0165-1765(81)90092-6
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- Sufficient Linear Structures: Econometric ApplicationsEconometrica, 1980
- Efficiency of Two-Stage and Three-Stage Least Squares EstimatorsEconometrica, 1978
- When are Gauss-Markov and Least Squares Estimators Identical? A Coordinate-Free ApproachThe Annals of Mathematical Statistics, 1968
- Three-Stage Least Squares: Simultaneous Estimation of Simultaneous EquationsEconometrica, 1962