A Note on the Comparison of Ordinary and Two-Stage Least Squares Estimators
From MaRDI portal
Publication:4045473
DOI10.2307/1909670zbMath0293.62022OpenAlexW2021746716MaRDI QIDQ4045473
De-Min Wu, David H. Richardson
Publication date: 1971
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1909670
Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Point estimation (62F10)
Related Items
Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction ⋮ On a simultaneous equations pre-test estimator ⋮ A note on estimating and testing exogenous variable coefficient estimators in simultaneous equation models ⋮ A study of estimator densities and performance under misspecification ⋮ Bounds for exact moments of estimators in the errors-in-variables model and simultaneous equations ⋮ On the behavior of inconsistent instrumental variable estimators ⋮ Finite-sample properties of single-equation estimators under structural change ⋮ On the calculation of the moments of several econometric estimators ⋮ The non-monotonicity of the bias and mean squared error of the two stage least squares estimators of exogenous variable coefficients