Econometrica

Journal Of The Econometric Society

An International Society for the Advancement of Economic
Theory in its Relation to Statistics and Mathematics

Edited by: Guido W. Imbens • Print ISSN: 0012-9682 • Online ISSN: 1468-0262

Home> Publications> Econometrica>The Exact Mean of the Two-Stage Least Squares Estimator of the Structural Parameters in an Equation Having Three Endogenous Variables

Econometrica: Jul, 1974, Volume 42, Issue 4

The Exact Mean of the Two-Stage Least Squares Estimator of the Structural Parameters in an Equation Having Three Endogenous Variables

https://www.jstor.org/stable/1913943
p. 749-758

A. L. Nagar, Aman Ullah

This paper deals with the two-stage least squares (2SLS) estimator of structural parameters in a system of M linear structural equations. The structural equation being estimated consists of three endogenous variables and some exogenous variables. The exact mean of the 2SLS estimator has been worked out.

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December 4, 2024

Update on 2025 Submission and Publication Page Fees at Econometric Society Journals

The Executive Committee of the Econometric Society has approved an increase in the submission fees for papers in Econometrica.  Starting January 1, 2025, the fee for new submissions to Econometrica will be US$125 for regular members and US$50 for student members.
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