Topic: Two-Stage Least Squares

Why OLS on Fitted Values Gives 2SLS Coefficients

Weighted Two-Stage Least Squares

Wald Tests for 2SLS Coefficients

The Naive Second-Stage Standard Error Pitfall

The Projection-Matrix Formula for 2SLS

The Scalar 2SLS Estimator

Testing Linear Combinations of 2SLS Coefficients

The Asymptotic Distribution of 2SLS

The Binary-Instrument 2SLS Calculation

Scale and Coding Invariance in 2SLS