Three-stage least squares with different instruments for different equations

DOI10.1016/0304-4076(90)90127-FzbMATH Open0694.62057OpenAlexW2053635848MaRDI QIDQ63508FDOQ63508

Authors: Peter Schmidt, N. E. Zubov 

Publication date: March 1990

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(90)90127-f

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zbMATH Keywords

consistencyfitted values of the endogenous variablesgeneralized method-of-moments estimatorthree-stage least squares

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12)

Cites Work

• Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions
• Title not available (Why is that?)
• The Maximum Likelihood and the Nonlinear Three-Stage Least Squares Estimator in the General Nonlinear Simultaneous Equation Model

Cited In (10)

• Lag‐augmented two‐ and three‐stage least squares estimators for integrated structural dynamic models
• Paring 3SLS calculations down to manageable proportions
• Panel Data With Measurement Errors: Instrumental Variables And Gmm Procedures Combining Levels And Differences
• Simultaneous equations and panel data
• Exclusion restrictions in instrumental variables equations
• Estimating systems of equations with different instruments for different equations
• systemfit
• Efficient estimation of panel data models with strictly exogenous explanatory variables
• Specification tests in simultaneous equations systems
• Modified three-stage least squares estimator which is third-order efficient

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