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...
| Publicado en: | Southern Economic Journal Vol. 91; no. 2; pp. 703 - 711 |
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| Formato: | Artículo |
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Wiley-Blackwell
Oct2024
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| Acceso en línea: | Ver este registro en EBSCOhost |