Dumont, Michel; Rayp, Glenn; Thas, Olivier; Willemé, Peter - In: Oxford Bulletin of Economics and Statistics 67 (2005) 3, pp. 421-433
Feenstra and Hanson [NBER Working Paper No. 6052 (1997)] propose a procedure to correct the standard errors in a two-stage regression with generated dependent variables. Their method has subsequently been used in two-stage mandated wage models [Feenstra and Hanson, "Quarterly Journal of...