Pages that link to "Item:Q1392157"
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The following pages link to The bias of the ordinary least squares estimator in simultaneous equation models (Q1392157):
Displaying 14 items.
- Using the criterion-predictor factor model to compute the probability of detecting prediction bias with ordinary least squares regression (Q441837) (← links)
- The bias to order \(T^{-2}\) for the general \(k\)-class estimator in a simultaneous equation model (Q613421) (← links)
- A direction of bias result for the standard errors of a sequential least squares single equation rational expectations estimator (Q902606) (← links)
- The asymptotic and finite sample distributions of OLS and simple IV in simultaneous equations (Q1019965) (← links)
- The bias of the 2SLS variance estimator (Q1606275) (← links)
- Approximating and reducing bias in 2SLS estimation of dynamic simultaneous equation models (Q1659162) (← links)
- Size corrected significance tests in seemingly unrelated regressions with autocorrelated errors (Q1695683) (← links)
- The bias of OLS, GLS, and ZEF estimators in dynamic seemingly unrelated regression models (Q1899247) (← links)
- On the speed of adjustment in ESTAR models when allowance is made for bias in estimation (Q1929047) (← links)
- Results on the bias and inconsistency of ordinary least squares for the linear probability model (Q1929052) (← links)
- Erratum to: ``Using the criterion-predictor factor model to compute the probability of detecting prediction bias with ordinary least squares regression'' (Q2442112) (← links)
- A Simplified Form of the Bias-Eliminating Least Squares Method for Errors-in-Variables Identification (Q5282248) (← links)
- (Q5692198) (← links)
- Notes on bias in estimators for simultaneous equation models. (Q5958455) (← links)