asymptotic efficiency

asymptotic efficiency

[‚ā·sim′täd·ik ə′fish·ən·sē]
(statistics)
The efficiency of an estimator within the limiting value as the size of the sample increases.
References in periodicals archive ?
IV asymptotics are then discussed, with special consideration given to the question of optimal instruments and asymptotic efficiency in the special case of 2SLS, providing a natural transition to the material on GMM estimation and inference covered in Chapters 21 and 22.
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