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Two and Three Stage Least Squares as Aitken estimators

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  • Spyros Missiakoulis

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.

Suggested Citation

  • Spyros Missiakoulis, 2020. "Two and Three Stage Least Squares as Aitken estimators," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 9(4), pages 1-6.
    • Handle: RePEc:spt:stecon:v:9:y:2020:i:4:f:9_4_6
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    References listed on IDEAS

    as
    1. Drettakis, E G, 1973. "An Expository Note on the Derivation of the Two Stage and Three Stage Least Squares Estimators," Bulletin of Economic Research, Wiley Blackwell, vol. 25(2), pages 146-147, November.
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    Cited by:

    1. Nicholas Ngepah & Tsholofelo Makgalemele & Charles Shaaba Saba, 2023. "The relationship between education and vulnerability to poverty in South Africa," Economic Change and Restructuring, Springer, vol. 56(1), pages 633-656, February.

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      Keywords

      Two Stage Least Squares estimators; Three Stage Least Squares estimators; Generalized Least Squares estimators; Aitken estimators.;
      All these keywords.

      JEL classification:

      • C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
      • C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
      • C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General

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