Notes on bias in estimators for simultaneous equation models.

DOI10.1016/S0165-1765(01)00602-4zbMath1072.62680OpenAlexW1988406077MaRDI QIDQ5958455

Jerry A. Hausman, Jinyong Hahn

Publication date: 3 March 2002

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1765(01)00602-4

zbMATH Keywords

Finite sample biasIV estimationWeak instruments

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Point estimation (62F10)

Related Items (9)

Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction ⋮ Further results on projection-based inference in IV regressions with weak, collinear or missing instruments ⋮ Approximating and reducing bias in 2SLS estimation of dynamic simultaneous equation models ⋮ Missing data, imputation, and endogeneity ⋮ Covariate measurement and endogeneity ⋮ Implications of the Cressie-Read family of additive divergences for information recovery ⋮ A comparison of bias approximations for the two-stage least squares (2SLS) estimator ⋮ The weak instrument problem of the system GMM estimator in dynamic panel data models ⋮ ARE INITIAL WAGE LOSSES OF INTERSECTORAL MOVERS COMPENSATED FOR BY THEIR SUBSEQUENT WAGE GAINS?

Cites Work

• The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Simultaneous Equations
• Instrumental Variables Regression with Weak Instruments
• A New Specification Test for the Validity of Instrumental Variables
• Finite-Sample Properties of the k-Class Estimators

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