Estimation of models with grouped and ungrouped data by means of ``2SLS

DOI10.7916/D81Z4GNT 10.1016/j.jeconom.2005.03.007; 10.7916/D81Z4GNTzbMath1345.62041OpenAlexW2018555600MaRDI QIDQ274900

Phoebus J. Dhrymes, Adriana Lleras-Muney

Publication date: 25 April 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2005.03.007

zbMATH Keywords

grouped datainstrumental variablesmixed two-stage least squarestest of efficiencytwo-stage least squares

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10)

Cites Work

• Grouped-data estimation and testing in simple labor-supply models
• Misspecified skedastic functions in grouped-data models
• Efficient estimation with grouped data
• Robust Estimation for Grouped Data
• Restricted and Unrestricted Reduced Forms: Asymptotic Distribution and Relative Efficiency
• The Grouping of Observations in Regression Analysis
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