Introducing Ph.D. students to asymptotic inference for two‐stage M‐estimators: Easing analytic and coding demands via the use of numerical derivatives.

Applications of two‐stage M‐estimators (2SMEs) abound in empirical economics. Asymptotic theory for 2SMEs (correct formulation of the asymptotic standard errors [ASE]) has been available for decades. Nevertheless, due to the daunting nature of the requisite matrix formulations, when conducting stati...

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Bibliographic Details

Published in:	Southern Economic Journal Vol. 91; no. 2; pp. 703 - 711
Main Author:	Terza, Joseph V.
Format:	Article
Published:	Wiley-Blackwell Oct2024
Subjects:	Codes of ethics Teachers Statistical software Inferential statistics Research personnel
Online Access:	View this record in EBSCOhost