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
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Bayesian Model Averaging for Model Implied Instrumental Variable Two Stage Least Squares Estimators
, 2018 Model-Implied Instrumental Variable Two-Stage Least Squares (MIIV-2SLS) is a limited information, equation-by-equation, non-iterative estimator for latent variable models.
Bollen, Kenneth A. +2 more
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Effect of household use of butane gas on deforestation in Burkina Faso
Cogent Economics & FinanceThe objective of this work is to analyze the effect of household use of butane gas on deforestation in Burkina Faso using data from the household living conditions survey carried out in 2021 by the National Institute of Statistics and Demography on a ...
Moulirou Belem, Tibi Didier Zoungrana
doaj +1 more source
"The Covariance Transformation And the Instrumental Variables Estimator of the Fixed Effects Model" [PDF]
The covariance transformation is a useful and often necessary procedure to estimate the fixed effects model. When some explanatory variables are contemporaneously correlated with the disturbance term, the covariance transformation can be used in ...
Jeffrey Pliskin
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Two-Sample Two-Stage Least Squares (TSTSLS) estimates of earnings mobility: how consistent are they? [WP] [PDF]
, 2014 Academics and policymakers have shown great interest in cross-national comparisons of intergenerational earnings mobility. However, producing consistent and comparable estimates of earnings mobility is not a trivial task.
Choi Mendizábal, Álvaro B. (Álvaro Borja) +2 more
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Assessing causal treatment effect estimation when using large observational datasets
BMC Medical Research Methodology, 2019 Background Recently, there has been a heightened interest in developing and evaluating different methods for analysing observational data. This has been driven by the increased availability of large data resources such as Electronic Health Record (EHR ...
E. R. John +3 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
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Missing Variables and Two-Stage Least-Squares Estimation from More than One Data Set [PDF]
, 1982 In a situation when no single sample inc1udes all the endogenous variables of a simultaneous equation model but there are two (or more) non-overlapping samples and each variable is included in at least one, then it is possible to pool the data and ...
Klevmarken, Anders
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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
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CDSIMEQ: A Program to Implement Two-stage Probit Least Squares [PDF]
The Stata Journal: Promoting communications on statistics and Stata, 2003 The cdsimeq command implements the two-stage probit least squares estimation method described in Maddala (1983) for simultaneous equations models in which one of the endogenous variables is continuous and the other endogenous variable is dichotomous.1 The cdsimeq command implements all the necessary procedures for obtaining consistent estimates for ...
openaire +2 more sources