Jackknifing the two stage least squares estimator

Communications in Statistics - Simulation and Computation ◽

10.1080/03610918408812364 ◽

1984 ◽

Vol 13 (2) ◽

pp. 141-152

Author(s):

G. D. A. Phillips ◽

B. P. McCabe

Keyword(s):

Least Squares ◽

Least Squares Estimator ◽

Two Stage ◽

Two Stage Least Squares

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A Note on a Two-stage Least Squares Estimator for Higher-order Factor Analyses

Sociological Methods & Research ◽

10.1177/0049124102030004004 ◽

2002 ◽

Vol 30 (4) ◽

pp. 568-579 ◽

Author(s):

KENNETH A. BOLLEN ◽

JEREMY C. BIESANZ

Keyword(s):

Least Squares ◽

Higher Order ◽

Least Squares Estimator ◽

Factor Analyses ◽

Two Stage ◽

Order Factor ◽

Two Stage Least Squares

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Identification of Physical Parameters and Instrumental Variables Validation With Two-Stage Least Squares Estimator

IEEE Transactions on Control Systems Technology ◽

10.1109/tcst.2012.2199321 ◽

2013 ◽

Vol 21 (4) ◽

pp. 1386-1393 ◽

Author(s):

Alexandre Janot ◽

Pierre-Olivier Vandanjon ◽

Maxime Gautier

Keyword(s):

Least Squares ◽

Instrumental Variables ◽

Least Squares Estimator ◽

Physical Parameters ◽

Two Stage ◽

Two Stage Least Squares

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Some evidence on the potential of Theil's generalized two stage least squares estimator

Empirical Economics ◽

10.1007/bf01206280 ◽

1991 ◽

Vol 16 (3) ◽

pp. 335-349 ◽

Author(s):

A. Buse ◽

B. Moazzami

Keyword(s):

Least Squares ◽

Least Squares Estimator ◽

Two Stage ◽

Two Stage Least Squares

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The Moment Matrix of the Two-Stage Least-Squares Estimator of Coefficients in Different Equations of a Complete System of Simultaneous Equations

Econometrica ◽

10.2307/1909239 ◽

1970 ◽

Vol 38 (1) ◽

pp. 39 ◽

Author(s):

A. L. Nagar ◽

Y. P. Gupta

Keyword(s):

Least Squares ◽

Complete System ◽

Simultaneous Equations ◽

Least Squares Estimator ◽

Moment Matrix ◽

Two Stage ◽

Two Stage Least Squares ◽

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All asymptotic justification for using a uackreiifed two stage least squares estimator for sias reduction in a simultaneous equation model

Communication in Statistics- Theory and Methods ◽

10.1080/03610928008827861 ◽

1980 ◽

Vol 9 (1) ◽

pp. 81-86

Author(s):

G.D.A. Phillips

Keyword(s):

Least Squares ◽

Simultaneous Equation ◽

Equation Model ◽

Least Squares Estimator ◽

Simultaneous Equation Model ◽

Two Stage ◽

Two Stage Least Squares

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The Bias of the Two-Stage Least Squares Estimator

Journal of the American Statistical Association ◽

10.1080/01621459.1972.10481263 ◽

1972 ◽

Vol 67 (339) ◽

pp. 625-627 ◽

Author(s):

W. M. Mikhail

Keyword(s):

Least Squares ◽

Least Squares Estimator ◽

Two Stage ◽

Two Stage Least Squares

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AN ASYMPTOCALLY UNBIASED TWO-STAGE LEAST SQUARES ESTIMATOR OF THE STRUCTURAL DISTURBANCE VARIANCES AND THE BIAS

Metroeconomica ◽

10.1111/j.1467-999x.1974.tb00350.x ◽

1974 ◽

Vol 26 (1-3) ◽

pp. 245-255

Author(s):

Kern O Kymn

Keyword(s):

Least Squares ◽

Least Squares Estimator ◽

Two Stage ◽

Structural Disturbance ◽

Two Stage Least Squares

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The Exact Mean of the Two-Stage Least Squares Estimator of the Structural Parameters in an Equation Having Three Endogenous Variables

Econometrica ◽

10.2307/1913943 ◽

1974 ◽

Vol 42 (4) ◽

pp. 749 ◽

Author(s):

Aman Ullah ◽

A. L. Nagar

Keyword(s):

Least Squares ◽

Structural Parameters ◽

Least Squares Estimator ◽

Two Stage ◽

Endogenous Variables ◽

Two Stage Least Squares

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The nonlinear two-stage least-squares estimator

Journal of Econometrics ◽

10.1016/0304-4076(74)90033-5 ◽

1974 ◽

Vol 2 (2) ◽

pp. 105-110 ◽

Author(s):

Takeshi Amemiya

Keyword(s):

Least Squares ◽

Least Squares Estimator ◽

Two Stage ◽

Two Stage Least Squares

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Asymptotic Properties of an Iterate of the Two-Stage Least Squares Estimator

Journal of the American Statistical Association ◽

10.1080/01621459.1972.10482407 ◽

1972 ◽

Vol 67 (338) ◽

pp. 444-447

Author(s):

Phoebus J. Dhrymes ◽

Vishwanath Pandit

Keyword(s):

Least Squares ◽

Asymptotic Properties ◽

Least Squares Estimator ◽

Two Stage ◽

Two Stage Least Squares

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