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...