两阶段估计量及相关估计量及其应用

Two Stage and Related Estimators and Their Applications

Review of Economic Studies · 1986
被引 327
人大 A+FT50ABS 4*

中文导读

统一处理两阶段估计量的性质,给出一致性、有效性和正确推断的一般条件,并应用于含预期和诊断检验的模型,简化现有结果并推导新结论。

Abstract

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.

两阶段估计量一致性效率推断