The bias to order \(T^{-2}\) for the general \(k\)-class estimator in a simultaneous equation model

DOI10.1016/j.econlet.2010.07.011zbMath1202.62175OpenAlexW2043384926MaRDI QIDQ613421

Garry D. A. Phillips, Emma M. Iglesias

Publication date: 20 December 2010

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

Full work available at URL: https://doi.org/10.1016/j.econlet.2010.07.011

zbMATH Keywords

biassimultaneous equations\(k\)-class estimators

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

Related Items (2)

Approximating and reducing bias in 2SLS estimation of dynamic simultaneous equation models ⋮ Size corrected significance tests in seemingly unrelated regressions with autocorrelated errors

Cites Work

• Unnamed Item
• The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Simultaneous Equations
• The Existence of Moments of k-Class Estimators
• The Bias of the Two-Stage Least Squares Estimator

This page was built for publication: The bias to order \(T^{-2}\) for the general \(k\)-class estimator in a simultaneous equation model