Results 81 to 90 of about 1,014,329 (297)
Estimation of Spatial Regression Models with Autoregressive Errors by Two Stage Least Squares Procedures: A Serious Problem [PDF]
Various two stage least squares procedures have been suggested for the estimation of the autoregressive parameter in the spatial autoregressive model of order one. These procedures are computationally convenient and so their use is "tempting".
Harry H. Kelejian, Ingmar R. Prucha
core
FEBS Open Bio, EarlyView.CRISPRI‐mediated gene silencing and phenotypic exploration in nontuberculous mycobacteria. In this Research Protocol, we describe approaches to control, monitor, and quantitatively assess CRISPRI‐mediated gene silencing in M. smegmatis and M. abscessus model organisms.
Vanessa Point +7 more
wiley +1 more source
Entropy, 2017 To capture both global stationarity and spatiotemporal non-stationarity, a novel mixed geographically and temporally weighted regression (MGTWR) model accounting for global and local effects in both space and time is presented.
Jiping Liu +7 more
doaj +1 more source
Inference regarding multiple structural changes in linear models estimated via two stage least squares [PDF]
In this paper, we extend Bai and Perron’s (1998, Econometrica, p.47-78) framework for multiple break testing to linear models estimated via Two Stage Least Squares (2SLS).
Boldea, Otilia +2 more
core +1 more source
Evolutionarily divergent DUF4465 domains have a common vitamin B12‐binding function
FEBS Open Bio, EarlyView.We show that DUF4465 family proteins, widespread across bacteria from gut microbiomes, hydrothermal vents, and soil, share a common vitamin B12‐binding function. These augmented β‐jellyroll proteins bind vitamin B12 via extended loops. Our findings establish sequence‐diverse DUF4465 proteins as a widespread class of B12‐binding proteins, highlighting ...
Charlea Clarke +4 more
wiley +1 more source
On the Bimodality of the Exact Distribution of the TSLS Estimator [PDF]
Nelson and Startz (Econometrica, 58, 1990), Maddala and Jong (Econometrica, 60, 1992) and Wolgrom (Econometrica, 69, 2001) have shown that the density of the two-stage least squares estimator may be bimodal in a just identified structural equation.
Giovanni Forchini
core
Medicaid Expansions for the Working Age Disabled: Revisiting the Crowd-out of Private Health Insurance [PDF]
, 2015 Disabled individuals under 65 years old account for 15% of Medicaid recipients but half of all Medicaid spending. Despite their large cost, few studies have investigated the effects of Medicaid expansions for disabled individuals on insurance coverage ...
Wagner, Kathryn L.
core +1 more source
Robust Two-Stage Least Squares: Some Monte Carlo Experiments [PDF]
SSRN Electronic Journal, 2008 The Two-Stage Least Squares (2-SLS) is a well known econometric technique used to estimate the parameters of a multi-equation (or simultaneous equations) econometric model when errors across the equations are not correlated and the equation(s) concerned is (are) over-identified or exactly identified. However, in presence of outliers in the data matrix,
openaire +2 more sources
Aging and Cancer, EarlyView.This study underscores the significant influence of frailty and vitality on the subjective health experience of older cancer survivors with acceptance and control emerging as salient mediators. These findings affirm the conceptual and empirical robustness of the model highlighting its potential utility in shaping future interventions for older cancer ...
Damien S. E. Broekharst +4 more
wiley +1 more source
Intergenerational earnings and income mobility in Spain [PDF]
This paper contributes to the large number of studies on intergenerational earnings and income mobility by providing new evidence for Spain. Since there are no Spanish surveys covering long-term information on both children and their fathers' income or ...
Cervini-Plá, María
core +1 more source