Results 251 to 260 of about 1,014,329 (297)

Recursions for the two-stage least-squares estimators

Journal of Econometrics, 1977
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Two-Stage Least Squares Estimation of Interaction Effects

2017
This chapter provides a largely nontechnical description of an alternative technique to include interactions of latent variables in structural equation models. It also provides a generic description of a model with interactions of latent variables with multiple indicators.
Kenneth A. Bollen, Pamela Paxton
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Estimated Residual Covariance Matrix of Two Stage Least Squares and Computation of Three Stage Least Squares Estimates

International Economic Review, 1974
THE THREE STAGE LEAST SQUARES (3SLS), as proposed by Zellner and Theil [4], is a procedure for estimating simultaneously a complete system of linear stochastic structural equations. The estimilator is a straightforward application of Aitken's generalized least squares after a suitable transformation is applied to the system.
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A Generalized Spatial Two-Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances

, 1998
H. Kelejian, I. Prucha
semanticscholar   +1 more source

A two-stage least-squares procedure for system identification

IEEE Transactions on Automatic Control, 1981
A new two-stage least-squares method is developed for system identification. This method is computationally simpler than earlier methods when the system order is high. The method is then experimentally compared with other methods. Moreover, recursive algorithms for on-line identification are presented along with computer simulation data.
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Two-Stage Least Squares Estimation of Average Causal Effects in Models with Variable Treatment Intensity

, 1995
Joshua D Angrist, G. Imbens
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Modeling Interaction Effects: A Two-Stage Least Squares Example

2017
This chapter provides a substantive illustration of how to estimate structural equation models (SEM) with interactions of latent variables using Two-Stage Least Squares (2SLS). It reviews the use of SEM methodologies to test interaction effects. The chapter presents a substantive example of an interaction model using sport motivation data.
Fuzhong Li, Peter Harmer
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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.
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Two Stage Least Squares Analysis Versus Quantile

2021
Ton J. Cleophas, Aeilko H. Zwinderman
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Best Spatial Two‐Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances

, 2003
Lung-fei Lee
semanticscholar   +1 more source