Concepedia

Estimation and Inference in Two-Step Econometric Models

Kevin Murphy, Robert Topel

Journal of Business and Economic Statistics · 1985 · 421 citations · 0 references

Concepts

Social SciencesEconomicsEconometricsBayesian InferenceEstimation TheoryMaximum Likelihood EstimationModel SpecificationParameter EstimationStatistical InferenceEconometric IdentificationEstimation Of Structural ParametersTwo-step Estimation