Correcting Standard Errors in Two-Stage Estimation Procedures with Generated Regressands
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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- Jonathan Haskel & Matthew J. Slaughter, 1999.
"Trade, Technology and U.K. Wage Inequality,"
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6978, National Bureau of Economic Research, Inc.
- 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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