A Note on the Inefficiency of Non-Linear Estimators
Document Type
Article
Publication Date
1985
ISSN
1873-7374
Publisher
Elsevier
Language
en-US
Abstract
An upper bound on the inefficiency of non-optimally weighted method of moments estimators is reported, along with a necessary and sufficient condition for the equivalence of non-optimally and optimally weighted estimators. An example is considered in which a precise expression for the inefficiency bound is attainable.
Recommended Citation
Keith N. Hylton,
A Note on the Inefficiency of Non-Linear Estimators
,
in
17
Economics Letters
347
(1985).
Available at:
https://doi.org/https://doi.org/10.1016/0165-1765(85)90256-3
