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On Efficient Estimation and Correct Inference in Models with Generated Regressors: a General Approach

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  • Colin McKenzie
  • Michael McAleer
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  • Colin McKenzie & Michael McAleer, 1997. "On Efficient Estimation and Correct Inference in Models with Generated Regressors: a General Approach," The Japanese Economic Review, Japanese Economic Association, vol. 48(4), pages 368-389, December.
    • Handle: RePEc:bla:jecrev:v:48:y:1997:i:4:p:368-389
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    File URL: http://hdl.handle.net/10.1111/1468-5876.00060
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