A Note on R2 in the Instrumental Variables Model
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- BARTEN, Anton P., 1987. "The coefficient of determination for regression without a constant term," LIDAM Reprints CORE 766, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- H. Neudecker & F.A.G. Windmeijer, 1991. "R2 in Seemingly Unrelated Regression Equations," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 45(4), pages 405-411, December.
- Knight, John L., 1980. "The coefficient of determination and simultaneous equation systems," Journal of Econometrics, Elsevier, vol. 14(2), pages 265-270, October.
- McElroy, Marjorie B., 1977. "Goodness of fit for seemingly unrelated regressions : Glahn's R2y.x and Hooper's r2," Journal of Econometrics, Elsevier, vol. 6(3), pages 381-387, November.
- Carter, Richard A. L. & Nagar, Anirudh L., 1977. "Coefficients of correlation for simultaneous equation systems," Journal of Econometrics, Elsevier, vol. 6(1), pages 39-50, July.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Pagoni, Ioanna & Psaraki-Kalouptsidi, Voula, 2016. "The impact of carbon emission fees on passenger demand and air fares: A game theoretic approach," Journal of Air Transport Management, Elsevier, vol. 55(C), pages 41-51.
- Nick Bloom & Stephen Bond & John Van Reenen, 2007.
"Uncertainty and Investment Dynamics,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 74(2), pages 391-415.
- Nick Bloom & John Van Reenen & Stephen Bond, 2006. "Uncertainty and Investment Dynamics," NBER Working Papers 12383, National Bureau of Economic Research, Inc.
- Nick Bloom & Stephen Bond & John Van Reenen, 2006. "Uncertainty and Investment Dynamics," CEP Discussion Papers dp0739, Centre for Economic Performance, LSE.
- Van Reenen, John & Bloom, Nick & Bond, Steve, 2006. "Uncertainty and investment dynamics," LSE Research Online Documents on Economics 2645, London School of Economics and Political Science, LSE Library.
- Gugler, Klaus & Yurtoglu, B. Burcin, 2004. "The effects of mergers on company employment in the USA and Europe," International Journal of Industrial Organization, Elsevier, vol. 22(4), pages 481-502, April.
- Lee, Kiseok & Kang, Wensheng & Ratti, Ronald A., 2011.
"Oil Price Shocks, Firm Uncertainty, And Investment,"
Macroeconomic Dynamics, Cambridge University Press, vol. 15(S3), pages 416-436, November.
- Lee, Kiseok & Kang, Wensheng & Ratti, Ronald A., 2010. "Oil Price Shocks, Firm Uncertainty and Investment," MPRA Paper 49044, University Library of Munich, Germany.
- Ozgur Emre Ergungor, 2010.
"Bank Branch Presence and Access to Credit in Low- to Moderate-Income Neighborhoods,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(7), pages 1321-1349, October.
- O. Emre Ergungor, 2006. "Bank branch presence and access to credit in low-to-moderate income neighborhoods," Working Papers (Old Series) 0616, Federal Reserve Bank of Cleveland.
- Kang, Wensheng & Lee, Kiseok & Ratti, Ronald A., 2014.
"Economic policy uncertainty and firm-level investment,"
Journal of Macroeconomics, Elsevier, vol. 39(PA), pages 42-53.
- Kang, Wensheng & Lee, Kiseok & Ratti, Ronald A., 2013. "Economic Policy Uncertainty and Firm-Level Investment," MPRA Paper 51277, University Library of Munich, Germany.
- Luigi Biagini & Federico Antonioli & Simone Severini, 2020. "The Role of the Common Agricultural Policy in Enhancing Farm Income: A Dynamic Panel Analysis Accounting for Farm Size in Italy," Journal of Agricultural Economics, Wiley Blackwell, vol. 71(3), pages 652-675, September.
- Martin Kalthaus & Jiatang Sun, 2021. "Determinants of Electric Vehicle Diffusion in China," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 80(3), pages 473-510, November.
- Ozgur Emre Ergungor, 2010. "Bank Branch Presence and Access to Credit in Low‐ to Moderate‐Income Neighborhoods," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 42(7), pages 1321-1349, October.
- Nicholas Apergis, 2010. "Old Wine in a New Bottle: Are Financial Variables Omitted Variables in the Production Function?," Research in World Economy, Research in World Economy, Sciedu Press, vol. 1(1), pages 2-9, November.
- O. Emre Ergungor, 2006. "Foreclosures: relationship lending in the consumer market and its aftermath," Working Papers (Old Series) 0617, Federal Reserve Bank of Cleveland.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Martin Spieß & Gerhard Tutz, 2002. "Alternative Measures of the Explanatory Power of Multivariate Probit Models with Continuous or Ordinal Responses," Discussion Papers of DIW Berlin 291, DIW Berlin, German Institute for Economic Research.
- R.P. Byron & R.D. Terrell, 1982. "A Relatively Large Monthly Model of Demand and Taste Change in Japan," Economics Discussion / Working Papers 82-25, The University of Western Australia, Department of Economics.
- Xinhua Gu & Yang Zhang & Xiao Chang, 2017. "The role of financial systems for cross-country differences in the link between income and consumption inequality," Applied Economics, Taylor & Francis Journals, vol. 49(24), pages 2365-2378, May.
- Dimitrios Dadakas & Stelios D. Katranidis, 2010.
"The Effects of Trade Liberalization in Textiles and Clothing on the Greek Market for Cotton Yarn: A Multi‐Market Analysis,"
Review of International Economics, Wiley Blackwell, vol. 18(1), pages 138-152, February.
- Dimitrios, Dadakas & Stelios, Katranidis D., 2006. "The Effects of Trade Liberalization in Textiles and Clothing on the Greek Market for Cotton Yarn: A Multi-Market Analysis," 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia 25779, International Association of Agricultural Economists.
- Graziano Abrate & Fabrizio Erbetta & Giovanni Fraquelli & Davide Vannoni, 2014.
"The Costs of Disposal and Recycling: An Application to Italian Municipal Solid Waste Services,"
Regional Studies, Taylor & Francis Journals, vol. 48(5), pages 896-909, May.
- Graziano Abrate & Fabrizio Erbetta & Giovanni Fraquelli & Davide Vannoni, 2011. "The Costs of Disposal and Recycling. An Application to Italian Municipal Solid Waste Services," Working papers 20, Former Department of Economics and Public Finance "G. Prato", University of Torino.
- Graziano Abrate & Fabrizio Erbetta & Giovanni Fraquelli & Davide Vannoni, 2011. "The Costs of Disposal and Recycling. An Application to Italian Municipal Solid Waste Services," Carlo Alberto Notebooks 232, Collegio Carlo Alberto.
- Graziano Abrate & Fabrizio Erbetta & Giovanni Fraquelli & Davide Vannoni, 2014. "Cost function estimation of multi-service firms. Evidence from the passenger transport industry," Carlo Alberto Notebooks 380, Collegio Carlo Alberto.
- William P. Putsis Jr. & Ronald W. Cotterill, 1999.
"Share, price and category expenditure-geographic market effects and private labels,"
Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 20(4), pages 175-187.
- Putsis, William P., Jr. & Cotterill, Ronald W., 2000. "Share, Price and Category Expenditure -- Geographic Market Effects and Private Labels," Research Reports 25166, University of Connecticut, Food Marketing Policy Center.
- William P. Putsis Jr. & Ronald W. Cotterill, 2000. "Share, Price and Category Expenditure-- Geographic Market Effects and Private Labels," Food Marketing Policy Center Research Reports 050, University of Connecticut, Department of Agricultural and Resource Economics, Charles J. Zwick Center for Food and Resource Policy.
- Padoan, Pier Carlo, 1998. "Trade, knowledge accumulation and diffusion: A sectoral perspective1," Structural Change and Economic Dynamics, Elsevier, vol. 9(3), pages 349-372, September.
- Vardges Hovhannisyan & Marin Bozic, 2017. "Price Endogeneity and Food Demand in Urban China," Journal of Agricultural Economics, Wiley Blackwell, vol. 68(2), pages 386-406, June.
- Markus Pannenberg & Martin Spieß, 2007. "GEE Estimation of a Two-Equation Panel Data Model: An Analysis of Wage Dynamics and the Incidence of Profit-Sharing in West Germany," Discussion Papers of DIW Berlin 663, DIW Berlin, German Institute for Economic Research.
- Barry L. Bayus & William P. Putsis, Jr., 1999. "Product Proliferation: An Empirical Analysis of Product Line Determinants and Market Outcomes," Marketing Science, INFORMS, vol. 18(2), pages 137-153.
- Brown, Mark G., 2009. "Preference Variable Impacts in Direct and Inverse Differential Demand Systems," Research papers 104331, Florida Department of Citrus.
- Cheng, C.-L. & Shalabh, & Garg, G., 2014. "Coefficient of determination for multiple measurement error models," Journal of Multivariate Analysis, Elsevier, vol. 126(C), pages 137-152.
- David E. A. Giles & Peter Hampton, 1985. "An Engel Curve Analysis of Household Expenditure in New Zealand," The Economic Record, The Economic Society of Australia, vol. 61(1), pages 450-462, March.
- Barbara Hutniczak, 2014. "Increasing Pressure on Unregulated Species Due to Changes in Individual Vessel Quotas: An Empirical Application to Trawler Fishing in the Baltic Sea," Marine Resource Economics, University of Chicago Press, vol. 29(3), pages 201-217.
- Tilov, Ivan & Farsi, Mehdi & Volland, Benjamin, 2019.
"Interactions in Swiss households’ energy demand: A holistic approach,"
Energy Policy, Elsevier, vol. 128(C), pages 136-149.
- Ivan Tilov & Benjamin Volland & Mehdi Farsi, 2017. "Interactions in Swiss Households' Energy Demand: A Holistic Approach," IRENE Working Papers 17-11, IRENE Institute of Economic Research.
- Coloma, German, 2009.
"Estimation of Demand Systems Based on Elasticities of Substitution,"
Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, vol. 5(1-2), pages 1-18, March.
- Germán Coloma, 2006. "Estimation of demand systems based on elasticities of substitution," CEMA Working Papers: Serie Documentos de Trabajo. 322, Universidad del CEMA.
- Sihvonen, Matti & Pihlainen, Sampo & Lai, Tin-Yu & Salo, Tapio & Hyytiäinen, Kari, 2021. "Crop production, water pollution, or climate change mitigation—Which drives socially optimal fertilization management most?," Agricultural Systems, Elsevier, vol. 186(C).
- Elhorst, J. Paul & Emili, Silvia, 2022. "A spatial econometric multivariate model of Okun's law," Regional Science and Urban Economics, Elsevier, vol. 93(C).
- Assem Abu Hatab, 2016. "Demand relationships in orange exports to Russia: a differential demand system approach focusing on Egypt," Agricultural and Food Economics, Springer;Italian Society of Agricultural Economics (SIDEA), vol. 4(1), pages 1-16, December.
More about this item
Keywords
Instrumental Variables; Goodness of Fit;JEL classification:
- C26 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Instrumental Variables (IV) Estimation
- C36 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Instrumental Variables (IV) Estimation
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:pra:mprapa:102511. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Joachim Winter (email available below). General contact details of provider: https://edirc.repec.org/data/vfmunde.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.