A Note on the Comparison of Ordinary and Two-Stage Least Squares Estimators

David H. Richardson; De-Min Wu

doi:10.2307/1909670

A Note on the Comparison of Ordinary and Two-Stage Least Squares Estimators

Econometrica ◽

10.2307/1909670 ◽

1971 ◽

Vol 39 (6) ◽

pp. 973 ◽

Cited By ~ 18

Author(s):

David H. Richardson ◽

De-Min Wu

Keyword(s):

Least Squares ◽

Two Stage ◽

Least Squares Estimators ◽

Two Stage Least Squares

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A class of bootstrap estimators and their relationship to the generalized two stage least squares estimators

IEEE Transactions on Automatic Control ◽

10.1109/tac.1974.1100720 ◽

1974 ◽

Vol 19 (6) ◽

pp. 831-835 ◽

Cited By ~ 19

Author(s):

R. Pandya

Keyword(s):

Least Squares ◽

Two Stage ◽

Least Squares Estimators ◽

Two Stage Least Squares

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Maximum Likelihood and Generalized Spatial Two-Stage Least-Squares Estimators for a Spatial-Autoregressive Model with Spatial-Autoregressive Disturbances

The Stata Journal Promoting communications on statistics and Stata ◽

10.1177/1536867x1301300201 ◽

2013 ◽

Vol 13 (2) ◽

pp. 221-241 ◽

Cited By ~ 80

Author(s):

David M. Drukker ◽

Ingmar R. Prucha ◽

Rafal Raciborski

Keyword(s):

Maximum Likelihood ◽

Least Squares ◽

Autoregressive Model ◽

Spatial Autoregressive Model ◽

Two Stage ◽

Least Squares Estimators ◽

Spatial Autoregressive ◽

Two Stage Least Squares

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Approximations to the Distribution Functions of the Ordinary Least-Squares and Two-Stage Least-Squares Estimators in the Case of Two Included Endogenous Variables

Econometrica ◽

10.2307/1913884 ◽

1973 ◽

Vol 41 (1) ◽

pp. 67 ◽

Cited By ~ 10

Author(s):

Roberto S. Mariano

Keyword(s):

Least Squares ◽

Ordinary Least Squares ◽

Distribution Functions ◽

Two Stage ◽

Least Squares Estimators ◽

Endogenous Variables ◽

Two Stage Least Squares

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Origins of the limited information maximum likelihood and two-stage least squares estimators

Journal of Econometrics ◽

10.1016/j.jeconom.2004.09.012 ◽

2005 ◽

Vol 127 (1) ◽

pp. 1-16 ◽

Cited By ~ 27

Author(s):

T.W. Anderson

Keyword(s):

Maximum Likelihood ◽

Least Squares ◽

Limited Information ◽

Two Stage ◽

Least Squares Estimators ◽

Two Stage Least Squares

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Best Spatial Two‐Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances

Econometric Reviews ◽

10.1081/etc-120025891 ◽

2003 ◽

Vol 22 (4) ◽

pp. 307-335 ◽

Cited By ~ 180

Author(s):

Lung‐fei Lee

Keyword(s):

Least Squares ◽

Autoregressive Model ◽

Spatial Autoregressive Model ◽

Two Stage ◽

Least Squares Estimators ◽

Spatial Autoregressive ◽

Two Stage Least Squares

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Partially generalized least squares and two-stage least squares estimators

Journal of Econometrics ◽

10.1016/0304-4076(93)90082-g ◽

1983 ◽

Vol 23 (2) ◽

pp. 275-283 ◽

Cited By ~ 7

Author(s):

Takeshi Amemiya

Keyword(s):

Least Squares ◽

Generalized Least Squares ◽

Two Stage ◽

Least Squares Estimators ◽

Two Stage Least Squares

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Exact Sampling Moments of the Ordinary Least Squares, Instrumental Variable and Two-Stage Least Squares Estimators

International Economic Review ◽

10.2307/2525334 ◽

1970 ◽

Vol 11 (1) ◽

pp. 1 ◽

Cited By ~ 7

Author(s):

K. Takeuchi

Keyword(s):

Least Squares ◽

Instrumental Variable ◽

Ordinary Least Squares ◽

Two Stage ◽

Exact Sampling ◽

Least Squares Estimators ◽

Two Stage Least Squares

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An Identity between Double k-Class and Two Stage Least Squares Estimators

International Economic Review ◽

10.2307/2525576 ◽

1969 ◽

Vol 10 (1) ◽

pp. 114

Author(s):

Phoebus J. Dhrymes

Keyword(s):

Least Squares ◽

Two Stage ◽

Least Squares Estimators ◽

Two Stage Least Squares

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Generalized Two Stage Least Squares Estimators for a Structural Equation with Both Fixed and Random Coefficients

International Economic Review ◽

10.2307/2526246 ◽

1980 ◽

Vol 21 (1) ◽

pp. 171 ◽

Cited By ~ 4

Author(s):

Baldev Raj ◽

V. K. Srivastava ◽

Aman Ullah

Keyword(s):

Least Squares ◽

Structural Equation ◽

Random Coefficients ◽

Two Stage ◽

Least Squares Estimators ◽

Two Stage Least Squares

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Modified two-stage least-squares estimators for the estimation of a structural vector autoregressive integrated process

Journal of Econometrics ◽

10.1016/j.jeconom.2005.07.019 ◽

2006 ◽

Vol 135 (1-2) ◽

pp. 427-463 ◽

Cited By ~ 1

Author(s):

Cheng Hsiao ◽

Siyan Wang

Keyword(s):

Least Squares ◽

Integrated Process ◽

Two Stage ◽

Vector Autoregressive ◽

Least Squares Estimators ◽

Two Stage Least Squares ◽

Structural Vector

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