Results 41 to 50 of about 783,235 (208)

Drift and Diffusion in Panel Data: Extracting Geopolitical and Temporal Effects in a Study of Passenger Rail Traffic

Computer Sciences & Mathematics Forum
Two-stage least squares (2SLS) regression undergirds much of contemporary geospatial econometrics. Walk-forward validation in time-series forecasting constitutes a special instance of iterative local regression.
James Ming Chen, Thomas Poufinas, Angeliki C. Panagopoulou   +2 more
doaj   +1 more source

Two-Stage Least Squares and Three-Stage Least Squares in Modelling Nigerian Economic Growth

International Journal of Development Mathematics (IJDM)
Every Country strives to attain economic stability. In a bid to achieve this, several economic indices are explored to make this a reality. This study focused on analysis of two stage and three stage least squares (2SLS and 3SLS) in modeling Nigerian economic growth.
Aideyan D. Osaro, Okeke J. Uche, Ngutor Nenker   +2 more
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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

Characterization of the asymptotic distribution of semiparametric M-estimators [PDF]

, 2010
This paper develops a concrete formula for the asymptotic distribution of two-step, possibly non-smooth semiparametric M-estimators under general misspecification.
Ichimura, H, Lee, S
core   +3 more sources

Two-stage least squares and indirect least squares algorithms for simultaneous equations models

Journal of Computational and Applied Mathematics, 2012
This paper analyzes the solution of simultaneous equations models. Efficient algorithms for the two-stage least squares method using QR-decomposition are developed and studied. The reduction of the execution time when the structure of the matrices in each equation is exploited is analyzed theoretically and experimentally. An efficient algorithm for the
López-Espín, Jose J., Vidal, Antonio M., Giménez, Domingo   +2 more
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Asymptotic normality and consistency of a two-stage generalized least squares estimator in the growth curve model

, 2008
Let $\mathbf{Y}=\mathbf{X}\bolds{\Theta}\mathbf{Z}'+\bolds{\mathcal {E}}$ be the growth curve model with $\bolds{\mathcal{E}}$ distributed with mean $\mathbf{0}$ and covariance $\mathbf{I}_n\otimes\bolds{\Sigma}$, where $\bolds{\Theta}$, $\bolds{\Sigma}$
Hu, Jianhua, Yan, Guohua
core   +1 more source

Two-step two-stage least squares estimation in models with rational expectations [PDF]

Journal of Econometrics, 1983
Abstract The paper develops a two-step estimator for use in rational-expectations models with autocorrelated residuals and predetermined, but not strictly exogenous, instruments. The estimator extends the applicability of McCallum's (1976) error-in-variablesapproach to estimating such models, and is asymptotically efficient in a class of intrumental ...
Maurice Obstfeld, Robert E. Cumby, John Huizinga   +2 more
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The performance of robust two-stage estimator in nonlinear regression with autocorrelated error. [PDF]

, 2010
Some statistics practitioners often ignore the underlying assumptions when analyzing a real data and employ the Nonlinear Least Squares (NLLS) method to estimate the parameters of a nonlinear model.
Midi, Habshah, Riazoshams, Hossein, Sh. Sharipov, Olimjon   +2 more
core   +1 more source

Analysis and Prediction of Engineering Student Behavior and Their Relation to Academic Performance Using Data Analytics Techniques

Applied Sciences, 2020
This study focuses on identifying personality traits in computer science students and determining whether they are related to academic performance. In addition, the importance of the personality traits based on motivation scale and depression, anxiety ...
Hanns de la Fuente-Mella, Claudia Guzmán Gutiérrez, Kathleen Crawford, Giancarla Foschino, Broderick Crawford, Ricardo Soto, Claudio León de la Barra, Felipe Cisternas Caneo, Eric Monfroy, Marcelo Becerra-Rozas, Claudio Elórtegui-Gómez   +10 more
doaj   +1 more source

Least Squares Based and Two-Stage Least Squares Based Iterative Estimation Algorithms for H-FIR-MA Systems [PDF]

Mathematical Problems in Engineering, 2015
This paper studies the identification of Hammerstein finite impulse response moving average (H-FIR-MA for short) systems. A new two-stage least squares iterative algorithm is developed to identify the parameters of the H-FIR-MA systems. The simulation cases indicate the efficiency of the proposed algorithms.
Zhenwei Shi, Zhicheng Ji
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