All asymptotic justification for using a uackreiifed two stage least squares estimator for sias reduction in a simultaneous equation model

DOI10.1080/03610928008827861zbMath0454.62093OpenAlexW2065468115MaRDI QIDQ3902376

Garry D. A. Phillips

Publication date: 1980

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928008827861

zbMATH Keywords

bias reductionsimultaneous equation modeljackknife techniquetwo stage least squares estimatorlower order biasedness

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Sampling theory, sample surveys (62D05)

Related Items (1)

Recursions for the two-stage least-squares estimators

Cites Work

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• NOTES ON BIAS IN ESTIMATION
• The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Simultaneous Equations
• The Asymptotic Behaviour of Tukey's General Method of Setting Approximate Confidence Limits (The Jackknife) When Applied to Maximum Likelihood Estimates
• An Asymptotic Characterization of Bias Reduction By Jackknifing
• The Existence of Moments of the Ordinary Least Squares and Two-Stage Least Squares Estimators

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