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 ...

this paper investigates the relationship between inflation and growth uncertainty in iran for the period of 1988-2008 by using quarterly data. we employ generalized autoregressive conditional heteroscedasticity in mean (garch-m) model to estimate time-varying conditional residual variance of growth, as a standard measures of growth uncertainty. the empirical evidence shows that growth uncertain...