Hans Schneeweiß is- one of the best-known German econometricians and statisticians. He was born in Glatz, Silesia, on March 13, 1933. Hans SchneeweiB studied mathematics and physics and received his Ph. D. degree from the Johann-Wolfgang-Goethe University, Frankfurt, in 1960. He was member of...

we prove that the quasi-score estimator in a mean-variance model is optimal in the class of (unbiased) linear score estimators, in the sense that the difference of the asymptotic covariance matrices of the linear score and quasi-score estimator is positive semi-definite. We also give conditions...

We compare the asymptotic covariance matrix of the ML estimator in a nonlinear measurement error model to the asymptotic covariance matrices of the CS and SQS estimators studied in Kukush et al (2002). For small measurement error variances they are equal up to the order of the measurement error...