Search Results - subject:"2SLS estimator"

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Growth and debt: An endogenous smooth coefficient approach

Koroglu, Mustafa - In: Journal of Risk and Financial Management 12 (2019) 1, pp. 1-22

The new growth theories with an emphasis on fundamental determinants such as institutions suggest a non-linear cross-country growth process. In this paper, we investigate the public debt and economic growth relationship using the semi-parametric smooth coefficient approach that allows democracy...

Persistent link: https://www.econbiz.de/10012611175

Growth and debt : an endogenous smooth coefficient approach

Koroglu, Mustafa - In: Journal of risk and financial management : JRFM 12 (2019) 1/23, pp. 1-22

Persistent link: https://www.econbiz.de/10012022348

Functional-coefficient spatial Durbin models with nonparametric spatial weights: An application to economic growth

Koroglu, Mustafa; Sun, Yiguo - In: Econometrics 4 (2016) 1, pp. 1-16

This paper considers a functional-coefficient spatial Durbin model with nonparametric spatial weights. Applying the series approximation method, we estimate the unknown functional coefficients and spatial weighting functions via a nonparametric two-stage least squares (or 2SLS) estimation...

Persistent link: https://www.econbiz.de/10011755314

Functional-coefficient spatial Durbin models with nonparametric spatial weights : an application to economic growth

Koroglu, Mustafa; Sun, Yiguo - In: Econometrics : open access journal 4 (2016) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10011504611

Instrumental variables estimation and inference in the presence of many exogenous regressors

Anatolyev, Stanislav - Center for Economic and Financial Research (CEFIR), New … - 2012

variance. Moreover, the conventional bias correction of the 2SLS estimator is no longer appropriate. We provide asymptotically … correct versions of bias correction for the 2SLS estimator, derive its asymptotically correct variance estimator, extend the … on the validity of existing estimators and tests. When the instruments are few, the inference using the conventional 2SLS …

Persistent link: https://www.econbiz.de/10008871070

Inconsistency of 2SLS estimators in threshold regression with endogeneity

Yu, Ping - In: Economics Letters 120 (2013) 3, pp. 532-536

This paper shows the inconsistency of three forms of 2SLS estimators to illustrate the specialty of the endogeneity problem in threshold regression.

Persistent link: https://www.econbiz.de/10010681758

Inconsistency of 2SLS estimators in threshold regression with endogeneity

Yu, Ping - In: Economics letters 120 (2013) 3, pp. 532-536

Persistent link: https://www.econbiz.de/10010187211

Implementing tests with correct size in the simultaneous equations model

Moreira, Marcelo J.; Poi, Brian P. - In: Stata Journal 3 (2003) 1, pp. 57-70

In this paper, we propose a fix to the size distortions of tests for structural parameters in the simultaneous equations model by computing critical value functions based on the conditional distribution of test statistics. The conditional tests can then be used to construct informative...

Persistent link: https://www.econbiz.de/10005568806