Two stage least squares estimation in structural cointegration models

1999 ◽  
Vol 40 (4) ◽  
pp. 407-438
Author(s):  
Gunar Schröer
Keyword(s):  
Least Squares ◽  
Least Squares Estimation ◽  
Two Stage ◽  
Two Stage Least Squares

scholarly journals Model Persamaan Simultan pada Analisis Hubungan Kemiskian dan PDRB

2014 ◽  
Vol 5 (2) ◽  
pp. 810
Author(s):  
Rokhana Dwi Bekti ◽  
David David ◽  
Gita N ◽  
Priscillia Priscillia ◽  
Serlyana Serlyana
Keyword(s):  
Economic Growth ◽  
Least Squares ◽  
Least Squares Estimation ◽  
Two Stage ◽  
Two Stage Least Squares ◽  
Regional Product ◽  
The Relationship ◽  
Simultaneous Model

Simultaneous model is a model for some equation which have simultaneous relationships. It was often found in econometrics, such as the relationship between Gross Domestic Regional Product (GDRP) and poverty. GDP is a common indicator that can be used to determine the economic growth occurred in region. Meanwhile, poverty is one of the indicators to measure the society welfare. Information about these relathionships were important to perform the relathionsips between GDP and poverty. So this research conducted an analysis to obtain simultaneous models between GDRP and poverty. Estimation of the parameters used is Two-Stage Least Squares Estimation (2SLS). The data used are 33 provinces in Indonesia at 2010. By α = 5%, it was conclude that variable which significant effect on GDRP is poverty, export, and import. Meanwhile, the variables that significantly affect poverty are population. The simultaneous model (α = 5%) also conclude that there is no simultaneous relationship between GDRP and poverty. However, with α = 25%, there is a simultaneous relationship between GDRP and poverty.

scholarly journals Two-step two-stage least squares estimation in models with rational expectations

1983 ◽  
Vol 21 (3) ◽  
pp. 333-355 ◽  
Author(s):  
Robert E. Cumby ◽  
John Huizinga ◽  
Maurice Obstfeld
Keyword(s):  
Least Squares ◽  
Rational Expectations ◽  
Least Squares Estimation ◽  
Two Stage ◽  
Two Stage Least Squares

The Effectiveness of Local Campaign Spending in the 1993 and 1997 Federal Elections in Canada

2004 ◽  
Vol 37 (1) ◽  
pp. 117-136 ◽  
Author(s):  
Munroe Eagles
Keyword(s):  
Political Parties ◽  
Least Squares ◽  
Least Squares Estimation ◽  
Campaign Spending ◽  
Regression Analyses ◽  
Two Stage ◽  
Three Stage Least Squares ◽  
Two Stage Least Squares ◽  
Least Squares Techniques

Recent studies of the effects of campaign spending by political parties and candidates at elections in Canada and elsewhere have established the importance of local constituency campaigns. However, particular claims to measure the effects of campaign spending on the vote have been questioned on methodological grounds. This article revisits the question of whether local spending matters in Canadian federal elections. Responding to some criticisms of earlier work, this analysis presents the results of two parallel regression analyses (the first employing two–stage least squares estimation, the second using three–stage least squares techniques) of the effects of local spending in the 1993 and 1997 elections. The results offer strong confirmation that comparatively greater local spending by candidates enhances their vote shares, and diminishes that of rivals, albeit to different degrees for different parties and elections.

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