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Statistical Properties of the Two-Stage Least Squares Estimator Under Cointegration
, 1997C. Hsiao
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WEIGHTED AND TWO-STAGE LEAST SQUARES ESTIMATION OF SEMIPARAMETRIC TRUNCATED REGRESSION MODELS
Econometric Theory, 2007Shakeeb Khan, Arthur Lewbel
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Origins of the limited information maximum likelihood and two-stage least squares estimators
, 2005T. W. Anderson
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