A note on estimating and testing exogenous variable coefficient estimators in simultaneous equation models
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Publication:374948
DOI10.1016/0165-1765(84)90117-4zbMath1273.62279OpenAlexW2081035469MaRDI QIDQ374948
Garry D. A. Phillips, Andrew C. Harvey
Publication date: 24 October 2013
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-1765(84)90117-4
Applications of statistics to economics (62P20) Parametric hypothesis testing (62F03) Point estimation (62F10)
Related Items (2)
The non-monotonicity of the bias and mean squared error of the two stage least squares estimators of exogenous variable coefficients ⋮ The accuracy of the higher order bias approximation for the 2SLS estimator
Cites Work
- Analytical Small-Sample Distribution Theory in Econometrics: The Simultaneous-Equations Case
- On the Moments of Ordinary Least Squares and Instrumental Variables Estimators in a General Structural Equation
- The Exact Distribution of Instrumental Variable Estimators in an Equation Containing n + 1 Endogenous Variables
- A Note on the Comparison of Ordinary and Two-Stage Least Squares Estimators
- The Existence of Moments of the Ordinary Least Squares and Two-Stage Least Squares Estimators
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