Two Stage and Related Estimators and Their Applications

S-Tier
Journal: Review of Economic Studies
Year: 1986
Volume: 53
Issue: 4
Pages: 517-538

Score contribution per author:

8.043 = (α=2.01 / 1 authors) × 4.0x S-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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.

Technical Details

RePEc Handle
repec:oup:restud:v:53:y:1986:i:4:p:517-538.
Journal Field
General
Author Count
1
Added to Database
2026-01-28