Estimation results using OLS and 2SLS
Institutions and growth revisited: OLS, 2SLS, G2SLS random effects IV regression and panel fixed (within) IV regression with cross country data
... that OLS won the battle and is better estimator than OLS , since it has better results in Hausman test and 2SLS did not show good overidentification ...
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OLS-based estimation of the disturbance variance under spatial autocorrelation
... Kelejian, H. H. and I. R. Prucha: 2002, ‘2SLS and OLS in a spatial autoregressive model with equal spatial weights’. Regional Science and Urban Economics 32(6), 691–707. Kelejian, H. H., I. R. Prucha, and ...
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Dynamic OLS estimation of the U.S. import demand for Mexican crude oil
... to results from unit root tests, all the series under study are unit root ...regression using Dynamic OLS ...to estimation results, ...
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A comparison of bias approximations for the 2SLS estimator
... 1. Introduction It is well known that the two-stage least squares (2SLS) estimator can perform poorly in …nite samples when there are weak or many instruments or both. One aspect of this poor accuracy is …nite ...
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Dynamic OLS estimation of the U S import demand for Mexican crude oil
... to results from unit root tests, all the series under study are unit root ...regression using Dynamic OLS ...to estimation results, ...
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Robust inference for the Two-Sample 2SLS estimator
... By using the fact that the TS2SLS estimator is a function of reduced form and first-stage OLS estimators, we derive the variance of the limiting normal distribution under conditional ...Carlo results ...
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Approximating and reducing bias in 2SLS estimation of Approximating and reducing bias in 2SLS estimation of dynamic simultaneous equation models
... in 2SLS estimation of a dynamic simultaneous equation model, building on similar large-T moment approximations for non-dynamic ...corrected 2SLS estima- tors resulting from this approximation perform ...
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“Linear” fully modified OLS estimation of cointegrating polynomial regressions
... cointegration using the FM-LIN residuals in conjunction with the Shin (1994) critical values, is invalid even ...to estimation for cointegration testing, no surprising asymptotic result rescues the “linear ...
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The Role of "Leads" in the Dynamic OLS Estimation of Cointegrating Regression Models
... the OLS estimator contains the so-called second-order ...modified OLS estimator proposed by Phillips and Hansen (1990), Park’s (1992) canonical cointegrating regression estimator, and the dynamic OLS ...
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The Role of "Leads" in the Dynamic OLS Estimation of Cointegrating Regression Models
... the OLS estimator contains the so-called second-order ...modified OLS estimator proposed by Phillips and Hansen (1990), Park’s (1992) canonical cointegrating regression estimator, and the dynamic OLS ...
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Integrated Modified OLS Estimation and Fixed-b Inference for Cointegrating Regressions
... variance estimation is crucial for the properties of the FM-OLS ...This results in a fixed-b limit of the FM-OLS estimator of very complicated form that does not lend itself to the ...
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Error Correction & OLS Code using Ced
... for OLS encoders and syndrome computation is proposed and ...node using the properties of OLS codes. The results constitute simulation of Verilog codes of different modules of the codes in ...
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Rank-1/2: A Simple Way to Improve the OLS Estimation of Tail Exponents
... an OLS regression: log(Rank)=a-b log(Size), and take b as an estimate of the Pareto ...an OLS regression, one should use the Rank-1/2, and run log(Rank-1/2)=a-b ...the OLS standard error, but is ...
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Creating plots and tables of estimation results Frame 1. Creating plots and tables of estimation results using parmest and friends
... the results of the most recent Stata estimation command as a data set with 1 observation per parameter and data on parameter names, labels, estimates, confidence limits and P ...
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The Asymptotic Validity of "Standard" Fully Modified OLS Estimation and Inference in Cointegrating Polynomial Regressions
... The results and observations of this paper immediately lead to the following questions: (i) do the results extend to other modified least squares estimators like D-OLS of Saikko- nen (1991) or Stock ...
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Estimation results on the location error when using cable locator
... kijima@tokaigakuin-u.ac.jp, spiezswiss@yahoo.co.jp Abstract: A cable locator discovers the location as well as depth of underground pipes, cables, and wires. Telecommunications services have been interrupted by cutting ...
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Income Inequality and FDI in Turkey: FM OLS (Phillips Hansen) Estimation and ARDL Approach to Cointegration
... In this paper, long-term results are expected in the basis of economic theory. FDI, however, is negative and in a few cases even significantly related to income inequality. The implication is that increased flow ...
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Using OLS to estimate and test for structural changes in models with endogenous regressors
... change using the usual ordinary least-squares (OLS) ...the OLS parameter estimates, which is equivalent in the leading case of regressors and errors that have a homogenous distribution across ...
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Integrated modified OLS estimation for cointegrating polynomial regressions - with an application to the environmental Kuznets curve for CO2 emissions
... This paper considers the IM-OLS estimator introduced by Vogelsang and Wagner (2014a; 2014b) for cointegrating polynomial regressions (CPRs). Cointegrating polynomial regres- sions include deterministic variables, ...
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Bridging logistic and OLS regression
... results will tend to differ depending on the choice of the point where the partial derivatives are estimated and the degree of non-linearity of the relationship. The difficulty with the above approach is that it ...
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