Concepedia

Two-step Estimation

Two-Step Estimation is a statistical method in the class of sample selection models that corrects for selection bias by first estimating the probability of sample inclusion through a selection equation and then incorporating the estimated inverse Mills ratio as a regressor in the second-stage outcome equation.

460

Publications

45.6K

Citations

948

Authors

538

Institutions

Publications per year

2017–2026

137

Variants

Heckman CorrectionHeckman Two-step

Parents

Publications

460

Dynamic Conditional Correlation

Robert F. Engle · Journal of Business and Economic Statistics · 2002 · 7.1K citations

, , +16

A finite sample correction for the variance of linear efficient two-step GMM estimators

Frank Windmeijer · Journal of Econometrics · 2004 · 5.8K citations

, , +17

Large sample estimation and hypothesis testing

Whitney K. Newey, Daniel McFadden · RePEc: Research Papers in Economics · 1986 · 2.2K citations

, , +17

Estimation and Inference in Two-Step Econometric Models

Kevin Murphy, Robert Topel · Journal of Business and Economic Statistics · 2002 · 1.4K citations

, , +9

Inference with Difference-in-Differences and Other Panel Data

Stephen G. Donald, Kevin Lang · The Review of Economics and Statistics · 2007 · 1.3K citations

, , +16

1–5 of 460

Authors

948

  1. FW
    Frank Windmeijer

    University of Bristol, United Kingdom

    6 publications · 6.6K citations

    6

    h-index

  2. WK
    Whitney K. Newey

    Massachusetts Institute of Technology, United States

    5 publications · 2.6K citations

    5

    h-index

  3. PM
    Paulo Maçãs Nunes

    University of Beira Interior, Portugal

    5 publications · 143 citations

    5

    h-index

  4. RS
    Raufhon Salahodjaev

    Tashkent State University of Economics, Uzbekistan

    4 publications · 190 citations

    4

    h-index

  5. SG
    Sinan Gezici

    Bilkent University, Türkiye

    4 publications · 170 citations

    4

    h-index

1–5 of 948

Institutions

538

  1. University of Chicago

    Chicago, United States

    11 h-index

    11 publications

    2.9K citations

  2. University of Southern California

    Los Angeles, United States

    9 h-index

    9 publications

    709 citations

  3. University of Hong Kong

    Pok Fu Lam, Hong Kong

    8 h-index

    8 publications

    259 citations

  4. Stanford University

    Stanford, United States

    8 h-index

    8 publications

    1.3K citations

  5. Princeton University

    Princeton, United States

    8 h-index

    8 publications

    641 citations

  6. Tsinghua University

    Beijing, China

    7 h-index

    7 publications

    383 citations

  7. University of Michigan

    Ann Arbor, United States

    6 h-index

    6 publications

    374 citations

  8. University of California, Los Angeles

    Los Angeles, United States

    6 h-index

    6 publications

    180 citations

1–8 of 538

Venues

  1. SSRN Electronic Journal

    Repository · 31 publications · 1.7K citations

    19

    h-index

  2. Journal of Econometrics

    14 publications · 7.4K citations

    13

    h-index

  3. Journal of Business and Economic Statistics

    JBES · 13 publications · 9.6K citations

    13

    h-index

  4. RePEc: Research Papers in Economics

    Repository · 16 publications · 2.8K citations

    13

    h-index

  5. Econometric Theory

    12 publications · 913 citations

    11

    h-index

1–5