کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
5097592 | 1376598 | 2006 | 29 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Estimation of models with grouped and ungrouped data by means of “2SLS”
دانلود مقاله + سفارش ترجمه
دانلود مقاله ISI انگلیسی
رایگان برای ایرانیان
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آمار و احتمال
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Estimation of models with grouped and ungrouped data by means of “2SLS” Estimation of models with grouped and ungrouped data by means of “2SLS”](/preview/png/5097592.png)
چکیده انگلیسی
This paper deals with a special case of estimation with grouped data, where the dependent variable is only available for groups, whereas the endogenous regressor(s) is available at the individual level. By estimating the first stage using the available individual data, and then estimating the second stage at the aggregate level, it might be possible to gain efficiency relative to the OLS and 2SLS estimators that use only grouped data. We term this the mixed-2SLS estimator (M2SLS). The M2SLS estimator is consistent and asymptotically normal. We also provide a test of efficiency of M2SLS relative to OLS and “2SLS” estimators.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Econometrics - Volume 133, Issue 1, July 2006, Pages 1-29
Journal: Journal of Econometrics - Volume 133, Issue 1, July 2006, Pages 1-29
نویسندگان
Phoebus J. Dhrymes, Adriana Lleras-Muney,