Two and Three Stage Least Squares as Aitken estimators

Spyros Missiakoulis

Journal of Statistical and Econometric Methods, 2020, vol. 9, issue 4, 6

Abstract: This note generalizes the existing derivation of Two and Three Stage Least Squares estimators as Aitken Generalised Least Squares estimators. Â JEL classification numbers: C01, C13, C30.

Keywords: Two Stage Least Squares estimators; Three Stage Least Squares estimators; Generalized Least Squares estimators; Aitken estimators. (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (1)

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