Robust inference for the Two-Sample 2SLS estimator
نویسندگان
چکیده
منابع مشابه
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 has only been stated explicitly in the literature for the case of conditional homoskedasticity. By ...
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ژورنال
عنوان ژورنال: Economics Letters
سال: 2016
ISSN: 0165-1765
DOI: 10.1016/j.econlet.2016.06.033