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Definition of 2SLS


Definition: 2SLS is an abbreviation for two stage least squares, an instrumental variables estimation technique.

Terms related to 2SLS:

Writing a Term Paper? Here are a few starting points for research on 2SLS:

Books on 2SLS:

  • Davidson, Russell, and James G. MacKinnon. 1993. Estimation and Inference in Econometrics. Oxford University Press.
Journal Articles on 2SLS:
  • 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.

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