A SIMPLE PROOF OF THE ASYMPTOTIC EFFICIENCY OF 3SLS RELATIVE TO 2SLS ESTIMATORS
نویسندگان
چکیده
منابع مشابه
Asymptotic relative efficiency of estimators
For statistical estimation problems, it is typical and even desirable that more than one reasonable estimator can arise for consideration. One natural and time-honored approach for choosing an estimator is simply to compare the sample sizes at which the competing estimators meet a given standard of performance. This depends upon the chosen measure of performance and upon the particular populati...
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ژورنال
عنوان ژورنال: Economic Inquiry
سال: 1973
ISSN: 0095-2583,1465-7295
DOI: 10.1111/j.1465-7295.1973.tb02003.x