Prediction after IV estimation

DOI10.1016/J.ECONLET.2014.01.003zbMATH Open1293.62265OpenAlexW2033021846MaRDI QIDQ2511264FDOQ2511264

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

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zbMATH Keywords

predictionIV estimationstructural equation

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Specification Tests in Econometrics
• The Error of Forecast for Multivariate Regression Models
• The Covariance Matrices of Reduced-Form Coefficients and of Forecasts for a Structural Econometric Model
• REDUCED FORM COEFFICIENT ESTIMATION AND FORECASTING FROM A SIMULTANEOUS EQUATION MODEL*
• Identification and inference in a simultaneous equation under alternative information sets and sampling schemes
• On a simultaneous equations pre-test estimator

Uses Software

• Stata
• ivreg2

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