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Correcting Standard Errors in Two-Stage Estimation Procedures with Generated Regressands

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  • M. DUMONT
  • G. RAYP

    ()

  • P. WILLEMÉ
  • O. THAS

Abstract

The procedure proposed by Feenstra and Hanson (1997) to correct the standard errors in a two-stage regression with generated dependent variables does not guarantee positive variances. We propose a modified correction procedure such that standard errors can always be computed.

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File URL: http://www.feb.ugent.be/nl/Ondz/wp/Papers/wp_03_172.pdf
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Bibliographic Info

Paper provided by Ghent University, Faculty of Economics and Business Administration in its series Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium with number 03/172.

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Length: 20 pages
Date of creation: Apr 2003
Date of revision:
Handle: RePEc:rug:rugwps:03/172

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Keywords: Generated regressands; two-stage estimation;

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  1. Jonathan Haskel & Matthew J. Slaughter, 1999. "Trade, Technology and U.K. Wage Inequality," NBER Working Papers 6978, National Bureau of Economic Research, Inc.
  2. Haskel, Jonathan E. & Slaughter, Matthew J., 2002. "Does the sector bias of skill-biased technical change explain changing skill premia?," European Economic Review, Elsevier, vol. 46(10), pages 1757-1783, December.
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Cited by:
  1. Aslihan Arslan, 2008. "Shadow vs. market prices in explaining land allocation: Subsistence maize cultivation in rural Mexico," Kiel Working Papers 1469, Kiel Institute for the World Economy.
  2. Linda S. Goldberg & Christian Grisse, 2013. "Time variation in asset price responses to macro announcements," Working Papers 2013-11, Swiss National Bank.
  3. Dumont, Michel & Rayp, Glenn & Willemé, Peter, 2012. "The bargaining position of low-skilled and high-skilled workers in a globalising world," Labour Economics, Elsevier, vol. 19(3), pages 312-319.
  4. Aslihan Arslan & J. Edward Taylor, 2008. "Farmers' Subjective Valuation of Subsistence Crops: The Case of Traditional Maize in Mexico," Kiel Working Papers 1457, Kiel Institute for the World Economy.
  5. D. Van Den Poel, 2003. "Predicting Mail-Order Repeat Buying: Which Variables Matter?," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 03/191, Ghent University, Faculty of Economics and Business Administration.
  6. Yilmazkuday, Hakan, 2009. "Is the Armington Elasticity Really Constant across Importers?," MPRA Paper 15954, University Library of Munich, Germany.
  7. Susan Stone & Ricardo Cavazos Cepeda, 2011. "Wage Implications of Trade Liberalisation: Evidence for Effective Policy Formation," OECD Trade Policy Papers 122, OECD Publishing.
  8. Ludo Cuyvers & Michel Dumont & Glenn Rayp & Katrien Stevens, 2003. "Wage and employment effects in the EU of international trade with the emerging economies," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 139(2), pages 248-275, June.

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