Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/95205
Authors: 
Klevmarken, Anders
Year of Publication: 
1982
Series/Report no.: 
IUI Working Paper 62
Abstract: 
In a situation when no single sample inc1udes all the endogenous variables of a simultaneous equation model but there are two (or more) non-overlapping samples and each variable is included in at least one, then it is possible to pool the data and estimate the model consistently by a two-stage least-squares procedure. The asymptotic variances of the estimates are not always larger than those which would have been obtained with TSLS from one complete sample. It is also shown that under certain assumptions the same approach can be applied to an ordinary regression model.
Subjects: 
TLSL
Statistical modeling
JEL: 
C10
Document Type: 
Working Paper

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