The inadmissibility of the 2SLS estimator in linear structural equations

DOI10.1016/0165-1765(86)90200-4zbMath1328.62644OpenAlexW1980561270MaRDI QIDQ899851

Tran Van Hoa

Publication date: 1 January 2016

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

Full work available at URL: https://doi.org/10.1016/0165-1765(86)90200-4

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Admissibility in statistical decision theory (62C15)

Cites Work

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• The inadmissibility of the Stein estimator in normal multiple regression equations
• On assessing the precision of Stein's estimator
• Improved estimators in some linear errors-in-variables models in finite samples
• Bootstrap methods: another look at the jackknife
• Inadmissibility of maximum likelihood estimators in some multiple regression problems with three or more independent variables
• Analytical Small-Sample Distribution Theory in Econometrics: The Simultaneous-Equations Case
• Errors in Variables

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