On efficient estimation and correct inference in models with generated regressors: A general approach

Japanese Economic Review

Volumn 48, Issue 4, 1997, Pages 368-389

  McKenzie, Colin R ^a   McAleer, Michael ^b  

^a OSAKA UNIVERSITY   (Japan)

^b UNIVERSITY OF WESTERN AUSTRALIA   (Australia)

Author keywords

Efficiency; Generated regressors; Inference; Rational expectations models; Two step estimation

Indexed keywords

EID: 0001161060     PISSN: 13524739     EISSN: None     Source Type: Journal    
DOI: 10.1111/1468-5876.00060     Document Type: Article

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