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Asymptotic Least-Squares Estimation Efficiency Considerations and Applications.
Kodde, D A; Palm, Franz C; Pfann, G A - In: Journal of Applied Econometrics 5 (1990) 3, pp. 229-43
This paper is concerned with the large sample efficiency of the asymptotic least-squares (ALS) estimators introduced by Gourieroux, Monfort, and Trognon (1982, 1985) and Chamberlain (1982, 1984). We show how the efficiency of these estimators is affected when additional information is...
Persistent link: https://www.econbiz.de/10005764714
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A Parametric Test of the Negativity of the Substitution Matrix.
Kodde, David A; Palm, Franz C - In: Journal of Applied Econometrics 2 (1987) 3, pp. 227-35
Persistent link: https://www.econbiz.de/10005764818
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Statistical Demand Functions for Food in the USA and the Netherlands: Reply.
de Crombrugghe, Denis; Palm, Franz C; Urbain, Jean-Pierre - In: Journal of Applied Econometrics 12 (1997) 5, pp. 643-45
Persistent link: https://www.econbiz.de/10005582453
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Statistical Demand Functions for Food in the USA and the Netherlands.
de Crombrugghe, Denis; Palm, Franz C; Urbain, Jean-Pierre - In: Journal of Applied Econometrics 12 (1997) 5, pp. 615-37
Persistent link: https://www.econbiz.de/10005823716