On a simultaneous equations pre-test estimator

DOI10.1016/0304-4076(94)01638-GzbMath0833.62104MaRDI QIDQ1899233

Larry W. Taylor, Christopher L. Skeels

Publication date: 20 March 1996

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

biastwo-stage least squarespre-test estimatorfinite-sample propertiesnonparametric approximationspre-test riskWu-Hausman exogeneity test

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (1)

Prediction after IV estimation

Cites Work

• A remark on a generalized specification test
• A Remark on Hausman's Specification Test
• On the Moments of Ordinary Least Squares and Instrumental Variables Estimators in a General Structural Equation
• A Note on the Comparison of Ordinary and Two-Stage Least Squares Estimators
• Specification Tests in Econometrics
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