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Efficiency of Two-Stage and Three-Stage Least Squares Estimators

Authors :
V. K. Srivastava
Ramji Tiwari
Source :
Econometrica. 46:1495
Publication Year :
1978
Publisher :
JSTOR, 1978.

Subjects

Subjects :
Iteratively reweighted least squares
Economics and Econometrics
Residual sum of squares
Non-linear least squares
Statistics
Explained sum of squares
Least trimmed squares
Generalized least squares
M-estimator
Total least squares
Mathematics

Details

ISSN :
00129682
Volume :
46
Database :
OpenAIRE
Journal :
Econometrica
Accession number :
edsair.doi.dedup.....79ff745bbd853023f6788d6124c717ed
Full Text :
https://doi.org/10.2307/1913843
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