Results 251 to 260 of about 788,535 (301)

Two-Stage Least-Squares Estimation with Shifts in the Structural Form

Econometrica, 1970
1. IN THIS NOTE we consider the estimation of linear models when the coefficients of the structural form are not the same for all observations for which the model is postulated to be valid. An example of such a model is given in [3], where some structural relations have a piecewise linear form.
Barten, A P, Bronsard, Lise Salvas
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The Existence of Moments of the Ordinary Least Squares and Two-Stage Least Squares Estimators

Econometrica, 1972
This paper deals with two single-equation estimators in a set of simultaneous linear stochastic equations--namely, ordinary least squares (OLS) and two-stage least squares (2SLS). Under the assumption that all predetermined variables in the model are exogenous, necessary and sufficient conditions are obtained for the existence of even moments of the ...
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The Nonlinear Two-Stage Least-Squares Estimator

Journal of Econometrics, 1974
In this paper we consider estimation of the parameters of a single equation of a simultaneous equations model which is nonlinear both in variables and paarmeters. Such a model has never been analyzed in the literature to the best of our knowledge. Models in which the nonlinearity appears only in variables or only in parameters have been previously ...
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Two-Stage Least Squares or Gradient Matching

2017
This chapter presents indirect methods of fitting parameters to ordinary differential equation models. Rather than solving the ODE, we instead obtain non-parametric estimates of the state trajectory and its derivative. This allows the right hand side of the ODE to be fit to the estimated derivatives, which is often numerically easier than the ...
James Ramsay, Giles Hooker
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Nonstandard Distributions in Two-Stage Least Squares.

1981
Abstract : In estimating the coefficient of an endogenous variable in a single equation of a system of linear equations, Anderson and Sawa (1973) expressed the distribution of the two-stage least-squares (TSLS) estimator as a doubly noncentral F distribution.
D. R. Jensen, Mark Marcucci
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two-stage least squares and the k-class estimator

1987
Two-stage least squares (TSLS) is a method of estimating the parameters of a single structural equation in a system of linear simultaneous equations. The TSLS estimator was proposed by Theil (1953a, 1961) and independently by Basmann (1957). The early work on simultaneous equation estimation was carried out by a group of econometricians at the Cowles ...
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Applying Two-Stage Least Squares

1987
In an earlier decade, research studies in economic education often specified a single-equation model with one dependent endogenous variable and several exogenous explanatory variables. Ordinary least squares (OLS) was used to estimate the equation and little attention was given to justifying the exogeneity of the regressors.
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Two-stage, least squares design of biorthogonal filter banks

IEE Proceedings - Vision, Image, and Signal Processing, 2000
A two-stage approach is employed for the design of a class of two-channel biorthogonal filter banks. The filter banks belong to the class HPFB (halfband pair filter bank) and are defined by two kernels. The parametric Bernstein polynomial is used to construct the kernels. The design of the free parameters of the Bernstein polynomial is achieved through
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The Bias of the Two-Stage Least Squares Estimator

Journal of the American Statistical Association, 1972
Abstract This article derives the bias of the two-stage least squares estimator to the order of T-2, T being the number of observations. It is found that when the degree of overidentification in the equation concerned is unity, the 2SLS bias is zero to this order of approximation.
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Recursions for the two-stage least-squares estimators

Journal of Econometrics, 1977
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