ASYMPTOTIC PROPERTIES OF k-CLASS ESTIMATORS UNDER STRUCTURAL CHANGE

Barten and Bronsard (1970), Hodoshima (1988) and Hodoshima (1992) obtained the single equation estimators which are derived for the model with structural change and are asymptotically efficient. In this project we will considered k-class estimator and investigated its properties under structural change when two endogenous variables present in the equation of choice. We estimated the model under structural change the relation between the economic variables is of stochastic type. The single equation estimators which are derived for the model with structural change are asymptotically efficient.