English, Article, Journal or magazine article edition: Correcting Standard Errors in Two-Stage Estimation Procedures with Generated Regressands M. DUMONT; G. RAYP; P. WILLEMÉ; ...

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Bookmark: http://trove.nla.gov.au/version/15345
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • Correcting Standard Errors in Two-Stage Estimation Procedures with Generated Regressands
Author
  • M. DUMONT
  • G. RAYP
  • P. WILLEMÉ
  • O. THAS
Physical Description
  • preprint
Notes
  • The procedure proposed by Feenstra and Hanson (1997) to correct the standard errors in a two-stage regression with generated dependent variables does not guarantee positive variances. We propose a modified correction procedure such that standard errors can always be computed.
  • Generated regressands; two-stage estimation
  • RePEc:rug:rugwps:03/​172
Language
  • English
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