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Robust inference for the Two-Sample 2SLS estimator()

The Two-Sample Two-Stage Least Squares (TS2SLS) data combination estimator is a popular estimator for the parameters in linear models when not all variables are observed jointly in one single data set. Although the limiting normal distribution has been established, the asymptotic variance formula ha...

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Shranjeno v:
Bibliografske podrobnosti
izdano v:Econ Lett
Main Authors: Pacini, David, Windmeijer, Frank
Format: Artigo
Jezik:Inglês
Izdano: North Holland 2016
Teme:
Online dostop:https://ncbi.nlm.nih.gov/pmc/articles/PMC5026329/
https://ncbi.nlm.nih.gov/pubmed/27667880
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.econlet.2016.06.033
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