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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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Detalles Bibliográficos
Autores principales: Pacini, David, Windmeijer, Frank
Formato: Online Artículo Texto
Lenguaje:English
Publicado: North Holland 2016
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5026329/
https://www.ncbi.nlm.nih.gov/pubmed/27667880
http://dx.doi.org/10.1016/j.econlet.2016.06.033