Results 241 to 250 of about 788,535 (301)

Test for cointegration based on two-stage least squares

Journal of Applied Statistics, 2005
Abstract A residual-based test for cointegration is proposed. The method of two-stage least squares is used to estimate the cointegration model parameters. The residuals are then tested for the existence of a unit root using the augmented Dickey-Fuller test.
exaly   +2 more sources

Two-stage Least Squares (35 Patients)

2014
The two stage least squares method assumes that the independent variable (x-variable) is problematic, meaning that it is somewhat uncertain. An additional variable can be argued to provide relevant information about the problematic variable, and is, therefore, called instrumental variable, and included in the analysis.
Ton J Cleophas, Aeilko H Zwinderman
openaire   +1 more source

Jackknifing the two stage least squares estimator

Communications in Statistics - Simulation and Computation, 1984
A link is established between jackknifing smooth functions of regression parameter estimators in the general linear model and jackknifing the two stage least squares estimator in the simulta- neous equation model. Hinkley's weighted jackknife is explored and is shown to have a smaller variance than the standard jack- knife estimator in the context of ...
G. D. A. Phillips, B. P. McCabe
openaire   +1 more source

Two-Stage Least Squares

2013
Both path analysis and multistage least squares are adequate for simultaneously assessing both direct and indirect predictors. This makes interpretation less easy. Also, path analysis does not provide overall p-values.
Ton J. Cleophas, Aeilko H. Zwinderman
openaire   +1 more source

Partially Generalized Least Squares and Two-Stage Least Squares Estimators

Journal of Econometrics, 1983
Abstract A class of partially generalized least squares estimators and a class of partially generalized two-stage least squares estimators in regression models with heteroscedastic errors are proposed. By using these estimators a researcher can attain higher efficiency than that attained by the least squares or the two-stage least squares estimators ...
openaire   +1 more source

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