Henckel, L.; Buttenschoen, M.; Maathuis, M. H. Graphical tools for selecting conditional instrumental sets. (English) Zbl 07943945 Biometrika 111, No. 3, 771-788 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Song, Quanhong; Wang, Lichun; Wang, Liqun Two-stage shrunken least squares estimator and its superiority. (English) Zbl 07905890 Commun. Stat., Theory Methods 53, No. 19, 6717-6731 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Zhao, Yan-Yong; Lin, Jin-Guan; Zhao, Jian-Qiang; Miao, Zhang-Xiao Estimation of semi-varying coefficient models for longitudinal data with irregular error structure. (English) Zbl 1543.62345 Comput. Stat. Data Anal. 169, Article ID 107389, 21 p. (2022). MSC: 62G08 62G05 62J12 62P10 × Cite Format Result Cite Review PDF Full Text: DOI
Lee, Cheng Few; Tsai, Chiung-Min; Lee, Alice C. Asset pricing with disequilibrium price adjustment: theory and empirical evidence. (English) Zbl 1451.91208 Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 3. Hackensack, NJ: World Scientific. 3491-3516 (2021). MSC: 91G30 62P05 × Cite Format Result Cite Review PDF Full Text: DOI
Toker, Selma Investigating the two parameter analysis of Lipovetsky for simultaneous systems. (English) Zbl 1452.62516 Stat. Pap. 61, No. 5, 2059-2089 (2020). MSC: 62J05 62J07 62H12 62F10 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Yang, S.; Wang, L.; Ding, P. Causal inference with confounders missing not at random. (English) Zbl 1435.62059 Biometrika 106, No. 4, 875-888 (2019). MSC: 62D10 62G05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ye, Rendao; Jiang, Ling A parametric bootstrap inference for panel data model. (Chinese. English summary) Zbl 1424.62058 Appl. Math., Ser. A (Chin. Ed.) 33, No. 4, 379-386 (2018). MSC: 62F40 62F03 × Cite Format Result Cite Review PDF
Özbay, Nimet; Toker, Selma Multicollinearity in simultaneous equations system: evaluation of estimation performance of two-parameter estimator. (English) Zbl 1402.62156 Comput. Appl. Math. 37, No. 4, 5334-5357 (2018). MSC: 62J05 62J07 62H12 62F10 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Hirschberg, Joe; Lye, Jenny Inverting the indirect – the ellipse and the boomerang: visualizing the confidence intervals of the structural coefficient from two-stage least squares. (English) Zbl 1388.62367 J. Econom. 199, No. 2, 173-183 (2017). MSC: 62P20 62F25 62J05 × Cite Format Result Cite Review PDF Full Text: DOI Link
Guo, Zijian; Small, Dylan S. Control function instrumental variable estimation of nonlinear causal effect models. (English) Zbl 1368.62183 J. Mach. Learn. Res. 17, Paper No. 100, 35 p. (2016). MSC: 62J02 62G10 × Cite Format Result Cite Review PDF Full Text: arXiv Link
Liu, Fuxiang; Hu, Jianhua; Chu, Guanglei Estimation of parameters in the extended growth curve model via outer product least squares for covariance. (English) Zbl 1312.62069 Linear Algebra Appl. 473, 236-260 (2015). MSC: 62H12 62F12 62H10 × Cite Format Result Cite Review PDF Full Text: DOI
Kumar, Manoj Efficiency property of constrained estimators in linear regression model. (English) Zbl 1327.62215 Investig. Math. Sci. 4, No. 2, 163-165 (2014). MSC: 62G05 62J05 × Cite Format Result Cite Review PDF
Zhelonkin, Mikhail; Genton, Marc G.; Ronchetti, Elvezio On the robustness of two-stage estimators. (English) Zbl 1243.62046 Stat. Probab. Lett. 82, No. 4, 726-732 (2012). MSC: 62G05 62G35 62G20 62F10 62L12 × Cite Format Result Cite Review PDF Full Text: DOI
Hu, Jianhua; Liu, Fuxiang; Ahmed, S. Ejaz Estimation of parameters in the growth curve model via an outer product least squares approach for covariance. (English) Zbl 1238.62066 J. Multivariate Anal. 108, 53-66 (2012). MSC: 62H12 62F12 65C60 62H10 × Cite Format Result Cite Review PDF Full Text: DOI
Hu, Jianhua; Yan, Guohua; You, Jinhong Estimation for an additive growth curve model with orthogonal design matrices. (English) Zbl 1229.62073 Bernoulli 17, No. 4, 1400-1419 (2011). MSC: 62H12 62F12 62L12 65C60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kuersteiner, Guido; Okui, Ryo Constructing optimal instruments by first-stage prediction averaging. (English) Zbl 1187.62197 Econometrica 78, No. 2, 697-718 (2010). MSC: 62P20 62H12 65C05 × Cite Format Result Cite Review PDF Full Text: DOI
Forchini, Giovanni The asymptotic distribution of Nagar’s bias-adjusted TSLS estimator under partial identification. (English) Zbl 1181.62012 Econ. Lett. 105, No. 1, 49-52 (2009). MSC: 62E20 62J05 62F10 62L12 × Cite Format Result Cite Review PDF Full Text: DOI Link
Ryan, Thomas P. Modern regression methods. 2nd ed. (English) Zbl 1166.62049 Wiley Series in Probability and Statistics. Hoboken, NJ: John Wiley & Sons (ISBN 978-0-470-08186-0/hbk). xvii, 642 p. (2009). Reviewer: Yuehua Wu (Toronto) MSC: 62Jxx 62G08 62K99 62-02 62-01 × Cite Format Result Cite Review PDF
Poskitt, D. S.; Skeels, C. L. Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small. (English) Zbl 1418.62532 J. Econom. 139, No. 1, 217-236 (2007). MSC: 62P20 62E20 62J05 × Cite Format Result Cite Review PDF Full Text: DOI
Anderson, T. W. Origins of the limited information maximum likelihood and two-stage least squares estimators. (English) Zbl 1334.62002 J. Econom. 127, No. 1, 1-16 (2005). MSC: 62-03 62J05 62F10 01A60 × Cite Format Result Cite Review PDF Full Text: DOI
Groß, Jürgen Linear regression. (English) Zbl 1039.62061 Lecture Notes in Statistics 175. Berlin: Springer (ISBN 3-540-40178-4/pbk). xii, 394 p. (2003). Reviewer: Yuehua Wu (Toronto) MSC: 62J05 62-02 62J20 62-01 × Cite Format Result Cite Review PDF
Gao, Dao-de; Huang, Rong-Bing Some finite sample properties of Zellner estimator in the context of \(m\) seemingly unrelated regression equations. (English) Zbl 0954.62082 J. Stat. Plann. Inference 88, No. 2, 267-283 (2000). MSC: 62J05 62H12 × Cite Format Result Cite Review PDF Full Text: DOI
Xia, Yafeng A biased estimate for parameters of dependent regression system. (Chinese. English summary) Zbl 0959.62061 J. Gansu Univ. Technol. 25, No. 1, 92-97 (1999). MSC: 62J07 62H12 × Cite Format Result Cite Review PDF
Song, Seuck Heun A note on \(S^2\) in a linear regression model based on two-stage sampling data. (English) Zbl 0921.62085 Stat. Probab. Lett. 43, No. 2, 131-135 (1999). MSC: 62J05 62F12 × Cite Format Result Cite Review PDF Full Text: DOI
Hsiao, Cheng Statistical properties of the two-stage least squares estimator under cointegration. (English) Zbl 0889.90038 Rev. Econ. Stud. 64, No. 3, 385-398 (1997). MSC: 91B82 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Ohtani, Kazuhiro; Giles, David E. A.; Giles, Judith A. The exact risk performance of a pre-test estimator in a heteroskedastic linear regression model under the balanced loss function. (English) Zbl 0891.62045 Econom. Rev. 16, No. 1, 119-130 (1997). MSC: 62J05 65C99 × Cite Format Result Cite Review PDF Full Text: DOI
Gouriéroux, Christian; Monfort, Alain; Renault, Eric Two-stage generalized moment method with applications to regressions with heteroscedasticity of unknown form. (English) Zbl 0849.62048 J. Stat. Plann. Inference 50, No. 1, 37-63 (1996). MSC: 62M10 62J05 × Cite Format Result Cite Review PDF Full Text: DOI
Toutenburg, Helge; Heumann, Christian; Fieger, Andreas; Park, Sung H. Missing values in regression: Mixed and weighted mixed estimation. (English) Zbl 0847.62058 Mammitzsch, Volker (ed.) et al., Proceedings of the 2nd Gauss symposium. Conference B: Statistical sciences, Munich, Germany, August 2-7, 1993. Berlin: Walter de Gruyter. Symposia Gaussiana. 289-301 (1995). MSC: 62J05 62H12 × Cite Format Result Cite Review PDF
Chen, Shiji; Liao, Dongfang An improved estimator for the system of seemingly unrelated regression equations. (Chinese. English summary) Zbl 0842.62055 Appl. Math., Ser. A (Chin. Ed.) 10, No. 3, 303-312 (1995). MSC: 62J05 62H12 62F10 × Cite Format Result Cite Review PDF
Stute, Winfried Bootstrap of linear model with AR-error structure. (English) Zbl 0838.62051 Metrika 42, No. 6, 395-410 (1995). MSC: 62J05 62G09 62M10 62E20 × Cite Format Result Cite Review PDF Full Text: DOI EuDML
Skeels, Christopher L.; Taylor, Larry W. On a simultaneous equations pre-test estimator. (English) Zbl 0833.62104 J. Econom. 68, No. 2, 269-286 (1995). MSC: 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Bolfarine, H.; Zacks, S.; Elian, S. N.; Rodrigues, J. Optimal prediction of the finite population regression coefficient. (English) Zbl 0813.62007 Sankhyā, Ser. B 56, No. 1, 1-10 (1994). MSC: 62D05 × Cite Format Result Cite Review PDF
Lee, Lung-Fei Semiparametric instrumental variable estimation of simultaneous equation sample selection models. (English) Zbl 0814.62077 J. Econom. 63, No. 2, 341-388 (1994). MSC: 62P20 62G99 × Cite Format Result Cite Review PDF Full Text: DOI Link
Pordzik, Pawel R.; Trenkler, Götz Pre-test estimation in the linear regression model with competing restrictions. (English) Zbl 0804.62060 Linear Algebra Appl. 210, 123-137 (1994). MSC: 62J05 62H12 × Cite Format Result Cite Review PDF Full Text: DOI
Wang, Song-Gui; Chow, Shein-Chung; Tse, Siu-Keung On ordinary least-squares methods for sample surveys. (English) Zbl 0798.62019 Stat. Probab. Lett. 20, No. 3, 173-182 (1994). MSC: 62D05 62J05 × Cite Format Result Cite Review PDF Full Text: DOI
Morimune, Kimio; Sakata, Shinichi Modified three-stage least squares estimator which is third-order efficient. (English) Zbl 0769.62046 J. Econom. 57, No. 1-3, 257-276 (1993). MSC: 62J05 62H12 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Mikhail, William M.; Ghazal, G. A. On a pooled estimator and its finite-sample moments. (English) Zbl 0738.62103 J. Econom. 48, No. 1-2, 195-214 (1991). MSC: 62P20 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Angrist, Joshua D. Grouped-data estimation and testing in simple labor-supply models. (English) Zbl 0714.62108 J. Econom. 47, No. 2-3, 243-266 (1991). MSC: 62P20 91B40 91B82 × Cite Format Result Cite Review PDF Full Text: DOI
Hillier, Grant H. On the normalization of structural equations: Properties of direction estimators. (English) Zbl 0728.62104 Econometrica 58, No. 5, 1181-1194 (1990). MSC: 62P20 × Cite Format Result Cite Review PDF Full Text: DOI Link
Liu, Jinshan Finite sample results in a class of seemingly unrelated regression systems. (Chinese. English summary) Zbl 0706.62060 J. Syst. Sci. Math. Sci. 10, No. 3, 256-264 (1990). MSC: 62J05 × Cite Format Result Cite Review PDF
Scott, A. J.; Rao, J. N. K.; Thomas, D. Roland Weighted least-squares and quasilikelihood estimation for categorical data under singular models. (English) Zbl 0698.62071 Linear Algebra Appl. 127, 427-447 (1990). MSC: 62J99 62H12 × Cite Format Result Cite Review PDF Full Text: DOI
Magdalinos, Michael A. The classical principles of testing using instrumental variables estimates. (English) Zbl 0693.62093 J. Econom. 44, No. 3, 241-279 (1990). MSC: 62P20 62F03 62J05 × Cite Format Result Cite Review PDF Full Text: DOI
Adjibolosoo, Senyo B.-S. K. Measuring the degree of severity of heteroskedasticity and the choice between the OLS estimator and the 2SAE. (English) Zbl 0696.62274 Commun. Stat., Theory Methods 18, No. 9, 3451-3462 (1989). MSC: 62J05 × Cite Format Result Cite Review PDF Full Text: DOI
Ohtani, Kazuhiro; Kakimoto, Sumio Small sample properties of the two-stage Aitken predictor under specification error. (English) Zbl 0651.62067 J. Jpn. Stat. Soc. 17, 119-128 (1987). MSC: 62J05 62F10 62P20 × Cite Format Result Cite Review PDF
Chen, Changhua Optimality of two-stage estimators of seemingly unrelated regression equations. (Chinese. English summary) Zbl 0648.62067 Chin. J. Appl. Probab. Stat. 2, 112-119 (1986). MSC: 62J05 62H12 × Cite Format Result Cite Review PDF
Onukogu, I. B. Two-stage least squares analysis of hierarchical linear models. (English) Zbl 0617.62075 Biom. J. 28, 709-717 (1986). MSC: 62J10 62F15 × Cite Format Result Cite Review PDF Full Text: DOI
Lin, Chuntu The efficiency of estimating the coefficients of regression equations system. (Chinese. English summary) Zbl 0585.62091 J. Zhejiang Univ. 20, No. 1, 67-75 (1986). MSC: 62H12 62J05 × Cite Format Result Cite Review PDF
Takeuchi, Kei; Morimune, Kimio Third-order efficiency of the extended maximum likelihood estimators in a simultaneous equation system. (English) Zbl 0592.62098 Econometrica 53, 177-200 (1985). MSC: 62P20 62H12 × Cite Format Result Cite Review PDF Full Text: DOI
Phillips, P. C. B. The exact distribution of the SUR estimator. (English) Zbl 0574.62017 Econometrica 53, 745-756 (1985). MSC: 62E15 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Crockett, Patrick W. Asymptotic distribution of the Hildreth-Houck estimator. (English) Zbl 0562.62058 J. Am. Stat. Assoc. 80, 202-204 (1985). MSC: 62J05 62E20 62H12 62F12 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Freedman, D. On bootstrapping two-stage least-squares estimates in stationary linear models. (English) Zbl 0542.62051 Ann. Stat. 12, 827-842 (1984). Reviewer: L.Weiss MSC: 62J05 62E20 × Cite Format Result Cite Review PDF Full Text: DOI
Morimune, Kimio Approximate distributions of k-class estimators when the degree of overidentifiability is large compared with the sample size. (English) Zbl 0586.62028 Econometrica 51, 821-841 (1983). MSC: 62E20 62P20 × Cite Format Result Cite Review PDF Full Text: DOI
Amemiya, Takeshi Non-linear regression models. (English) Zbl 0582.62054 Handbook of econometrics, Vol. 1, Handb. Econ., Book 2, 333-389 (1983). MSC: 62J02 62P20 × Cite Format Result Cite Review PDF
Joeckel, Karl-Heinz Estimation of mean value parameters from temporal cross-section data (RCR-models). (English) Zbl 0516.62065 Operations research, Proc. 11th Annu. Meet., Frankfurt a.M. 1982, 511-517 (1983). MSC: 62J05 62M10 62P20 62E20 × Cite Format Result Cite Review PDF
Anderson, T. W. Some recent developments on the distributions of single-equation estimators. (English) Zbl 0522.62096 Advances in econometrics, Pap. 4th World Congr. Econ. Soc., Aix-en- Provence 1980, Econ. Soc. Monogr. Quant. Econ. 2, 109-122 (1982). MSC: 62P20 62F10 × Cite Format Result Cite Review PDF
Borjas, George J. On regressing regression coefficients. (English) Zbl 0497.62059 J. Stat. Plann. Inference 7, 131-137 (1982). MSC: 62J05 62F10 × Cite Format Result Cite Review PDF Full Text: DOI
Anderson, T. W.; Kunitomo, Naoto; Sawa, Takamitsu Evaluation of the distribution function of the limited information maximum likelihood estimator. (English) Zbl 0486.62110 Econometrica 50, 1009-1027 (1982). MSC: 62Q05 65C99 62P20 62E99 62E15 × Cite Format Result Cite Review PDF Full Text: DOI Link
Amemiya, Takeshi; Powell, James L. A comparison of the Box-Cox maximum likelihood estimator and the non- linear two-stage least squares estimator. (English) Zbl 0488.62096 J. Econom. 17, 351-381 (1981). MSC: 62P20 65C99 62H12 × Cite Format Result Cite Review PDF Full Text: DOI
Baltagi, Badi H. Simultaneous equations with error components. (English) Zbl 0488.62092 J. Econom. 17, 189-200 (1981). MSC: 62P20 62J05 62M10 × Cite Format Result Cite Review PDF Full Text: DOI
Kariya, Takeaki Bounds for the covariance matrices of Zellner’s estimator in the SUR model and the 2SAE in a heteroscedastic model. (English) Zbl 0488.62050 J. Am. Stat. Assoc. 76, 975-979 (1981). MSC: 62J05 62J10 × Cite Format Result Cite Review PDF Full Text: DOI
Phillips, G. D. A. An asymptotic justification for using a jackknifed two stage least squares estimator for bias reduction in a simultaneous equation model. (English) Zbl 0454.62093 Commun. Stat., Theory Methods A9, 81-86 (1980). MSC: 62P20 62D05 × Cite Format Result Cite Review PDF Full Text: DOI
Heckman, James J. Sample selection bias as a specification error. (English) Zbl 0392.62093 Econometrica 47, 153-161 (1979). MSC: 62P20 62J05 × Cite Format Result Cite Review PDF Full Text: DOI Link
Srivastava, V. K.; Tiwari, Ramji A simple derivation of the identity connecting double k-class and two stage least squares estimators. (English) Zbl 0431.62030 Sankhyā, Ser. C 39, No. 2, 1-2 (1977). MSC: 62H12 62J99 62P20 × Cite Format Result Cite Review PDF