Econometrica: Jul 1979, Volume 47, Issue 4

On the Value of Sample Separation Information

https://doi.org/0012-9682(197907)47:4<997:OTVOSS>2.0.CO;2-6
p. 997-1004

Nicholas M. Kiefer

The efficiency gain from observing the sample classification in a disequilibrium or switching model is analyzed. The problem is set up as one of comparing the precisions of estimates based on a joint density with those based on a marginal density. Asymptotic results are obtained for a simple model.

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