Results 261 to 270 of about 215,084 (309)

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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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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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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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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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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Two‐Stage Least Squares Analysis of Hierarchical Linear Models

Biometrical Journal, 1986
AbstractThis paper has two major objectives. The first is to present a two‐stage least squares procedure for estimation of the parameters in a linear model whose parameters are in themselves linear functions of some hyperparameters. The second, and perhaps more important point, is that the new estimator can be shown to be generally more precise than ...
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The Exact Sampling Distribution of Ordinary Least Squares and Two-Stage Least Squares Estimators

Journal of the American Statistical Association, 1969
Abstract This paper presents the exact sampling distributions of the ordinary and the two-stage least squares estimators of a structural parameter in a structural equation with two endogenous variables in a complete system of stochastic equations. The results show that the distributions of the two estimators are essentially similar to each other.
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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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