Three-stage least squares with different instruments for different equations

DOI10.1016/0304-4076(90)90127-FMaRDI QIDQ63508zbMATH OpenOpenAlexFDO

Authors N. E. Zubov, Peter Schmidt

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

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)

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Cites work

• scientific article; zbMATH DE number 3550024 (Why is no real title available?)
• Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions
• 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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