Two-Stage Least Squares as Minimum Distance
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- Frank Windmeijer, 2019. "Two-stage least squares as minimum distance," The Econometrics Journal, Royal Economic Society, vol. 22(1), pages 1-9.
References listed on IDEAS
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- Windmeijer, Frank, 2025.
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- Frank Windmeijer, 2023. "The Robust F-Statistic as a Test for Weak Instruments," Papers 2309.01637, arXiv.org, revised Jan 2025.
- Nicolas Apfel & Frank Windmeijer, 2022. "The Falsification Adaptive Set in Linear Models with Instrumental Variables that Violate the Exclusion or Conditional Exogeneity Restriction," Papers 2212.04814, arXiv.org, revised Apr 2024.
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- Frank Windmeijer & Xiaoran Liang & Fernando P Hartwig & Jack Bowden, 2019. "The Confidence Interval Method for Selecting Valid Instrumental Variables," Bristol Economics Discussion Papers 19/715, School of Economics, University of Bristol, UK.
- David T. Frazier & Eric Renault & Lina Zhang & Xueyan Zhao, 2020.
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2011.06753, arXiv.org, revised Jan 2021.
- Frazier, David T. & Renault, Eric & Zhang, Lina & Zhao, Xueyan, 2021. "Weak Identification in Discrete Choice Models," The Warwick Economics Research Paper Series (TWERPS) 1336, University of Warwick, Department of Economics.
- Frank Windmeijer, 2019. "Weak Instruments, First-Stage Heteroskedasticity and the Robust F-test," Bristol Economics Discussion Papers 19/708, School of Economics, University of Bristol, UK.
- Domguia, Edmond Noubissi & Ngounou, Borice Augustin & Pondie, Thierry Messie & Bitoto, Fabrice Ewolo, 2024. "Environmental tax and energy poverty: An economic approach for an environmental and social solution," Energy, Elsevier, vol. 308(C).
- Gibbons, Stephen & Heblich, Stephan & Pinchbeck, Edward W., 2024. "The spatial impacts of a massive rail disinvestment program: the Beeching axe," LSE Research Online Documents on Economics 124531, London School of Economics and Political Science, LSE Library.
- Gibbons, Stephen & Heblich, Stephan & Pinchbeck, Edward W., 2024. "The spatial impacts of a massive rail disinvestment program: The Beeching Axe," Journal of Urban Economics, Elsevier, vol. 143(C).
- Frank Windmeijer, 2022. "Weak Instruments, First-Stage Heteroskedasticity, the Robust F-Test and a GMM Estimator with the Weight Matrix Based on First-Stage Residuals," Papers 2208.01967, arXiv.org.
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More about this item
Keywords
Instrumental Variables; Two-Stage Least Squares; Minimum Distance; Overidentification Test.;All these keywords.
JEL classification:
- C26 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Instrumental Variables (IV) Estimation
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2017-06-11 (Econometrics)
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