Satorra, Albert; Neudecker, Heinz - In: Econometric Theory 10 (1994) 05, pp. 867-883
In the context of linear latent-variable models, and a general type of distribution of the data, the asymptotic optimality of a subvector of minimum-distance estimators whose weight matrix uses only second-order moments is investigated. The asymptotic optimality extends to the whole vector of...