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Correcting standard errors in two-stage estimation procedures with generated regressands

Dumont, Michel; Rayp, Glenn; Willemé, Peter; Thas, Olivier - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001749570

Correcting standard errors in two-stage estimation procedures with generated regressands

Dumont, Michel; Rayp, Glenn; Thas, Olivier; Willemé, Peter - In: Oxford bulletin of economics and statistics 67 (2005) 3, pp. 421-433

Persistent link: https://www.econbiz.de/10002845689

Specification and estimation of a dynamic consumption allocation model

Bracke, Ingrid; Willemé, Peter - 2012

Persistent link: https://www.econbiz.de/10009760903

Correcting Standard Errors in Two-Stage Estimation Procedures with Generated Regressands

Dumont, Michel; Rayp, Glenn; Thas, Olivier; Willemé, Peter - 2005

Feenstra and Hanson [NBER Working Paper No. 6052 (1997)] propose a procedure to correct the standard errors in a two-stage regression with generated dependent variables. Their method has subsequently been used in two-stage mandated wage models [Feenstra and Hanson, Quarterly Journal of Economics...

Persistent link: https://www.econbiz.de/10014064784