The Bias of Instrumental Variable Estimators of Simultaneous Equation Systems
From MaRDI portal
Publication:4127844
DOI10.2307/2525779zbMath0356.62086OpenAlexW1977723119MaRDI QIDQ4127844
Publication date: 1977
Published in: International Economic Review (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2525779
Related Items (13)
JIVE FOR PANEL DYNAMIC SIMULTANEOUS EQUATIONS MODELS ⋮ Approximating and reducing bias in 2SLS estimation of dynamic simultaneous equation models ⋮ Many IVs estimation of dynamic panel regression models with measurement error ⋮ ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS ⋮ Instrument strength in IV estimation and inference: a guide to theory and practice ⋮ Jackknife estimation of a cluster-sample IV regression model with many weak instruments ⋮ Testing many restrictions under heteroskedasticity ⋮ Instrumental variable estimation with first-stage heterogeneity ⋮ On bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson-Rubin test under conditional homoskedasticity ⋮ Instrumental variables estimation with many weak instruments using regularized JIVE ⋮ Bootstrap inference for instrumental variable models with many weak instruments ⋮ Jackknife instrumental variable estimation with heteroskedasticity ⋮ An augmented Anderson–Hsiao estimator for dynamic short-T panels†
This page was built for publication: The Bias of Instrumental Variable Estimators of Simultaneous Equation Systems
