Almost Unbiased Estimator in Simultaneous Equations Systems

DOI10.2307/2526046zbMath0283.62099OpenAlexW2006901552MaRDI QIDQ4769862

Takamitsu Sawa

Publication date: 1973

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2526046

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05)

Related Items (10)

Approximating and reducing bias in 2SLS estimation of dynamic simultaneous equation models ⋮ A reinterpretation of the tests of overidentifying restrictions ⋮ The bias of the ordinary least squares estimator in simultaneous equation models ⋮ Testing for serial correlation in simultaneous equation models. Some further results ⋮ The mean square error of a combined estimator and numerical comparison with the TSLS estimator ⋮ The structure of simultaneous equations estimators ⋮ AVERAGING OF AN INCREASING NUMBER OF MOMENT CONDITION ESTIMATORS ⋮ Shrinkage estimation of panel data models with interactive effects ⋮ Monte Carlo methodology and the small sample behaviour of ordinary and two-stage least squares ⋮ Stein-like 2SLS estimator

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