Prediction after IV estimation

DOI10.1016/J.ECONLET.2014.01.003MaRDI QIDQ2511264zbMATH OpenOpenAlexFDO

Authors C. L. Skeels, Larry W. Taylor

Publication date 5 August 2014

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2014.01.003

zbMATH Keywords

predictionIV estimationstructural equation

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

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Cites work

• scientific article; zbMATH DE number 3673370 (Why is no real title available?)
• scientific article; zbMATH DE number 3350922 (Why is no real title available?)
• Identification and inference in a simultaneous equation under alternative information sets and sampling schemes
• On a simultaneous equations pre-test estimator
• REDUCED FORM COEFFICIENT ESTIMATION AND FORECASTING FROM A SIMULTANEOUS EQUATION MODEL*
• Specification Tests in Econometrics
• The Covariance Matrices of Reduced-Form Coefficients and of Forecasts for a Structural Econometric Model
• The Error of Forecast for Multivariate Regression Models

Describes a project that uses

Uses Software

• ivreg2
• Stata

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