Almost Unbiased Estimator in Simultaneous Equations Systems

DOI10.2307/2526046MaRDI QIDQ4769862zbMATH OpenOpenAlexFDO

Authors 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

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

Cited in

(14)

• A reinterpretation of the tests of overidentifying restrictions
• Testing for serial correlation in simultaneous equation models. Some further results
• The structure of simultaneous equations estimators
• The bias of the ordinary least squares estimator in simultaneous equation models
• Approximating and reducing bias in 2SLS estimation of dynamic simultaneous equation models
• Monte Carlo methodology and the small sample behaviour of ordinary and two-stage least squares
• Shrinkage estimation of panel data models with interactive effects
• The mean square error of a combined estimator and numerical comparison with the TSLS estimator
• Averaging of an increasing number of moment condition estimators
• Stein-like 2SLS estimator
• A weighted average limited information maximum likelihood estimator
• Instrumental variable model average with applications in Mendelian randomization
• Dose-response modeling in mental health using Stein-like estimators with instrumental variables
• Shrinkage estimator for spatial auto-regressive model with endogenous covariates

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