Definition: 2SLS is an abbreviation for two stage least squares, an instrumental variables estimation technique.
Terms related to 2SLS:
Books on 2SLS:
- Davidson, Russell, and James G. MacKinnon. 1993. Estimation and Inference in Econometrics. Oxford University Press.
- Estimated Residual Covariance Matrix of Two Stage Least Squares and Computation of Three Stage Least Squares Estimates. - U L Gouranga Rao, International Economic Review, 1974, vol. 15, issue 3, pages 693-98.