"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
core
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
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
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
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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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.
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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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Engineering Science and Technology, an International JournalThe aim of this paper is to enhance the accuracy and speed of receivers in integrated Global Navigation Satellite System (GNSS) systems, ensuring the ability to maintain precise and high-quality positioning even in blocking conditions.
K. Bahmani, M.R. Mosavi, A. Sadr
doaj +1 more source
On a generalization of the test of endogeneity in a two stage least squares estimation. [PDF]
J Appl Stat, 2022 Sheikhi A, Bahador F, Arashi M.
europepmc +1 more source
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