On a simultaneous equations pre-test estimator

DOI10.1016/0304-4076(94)01638-GMaRDI QIDQ1899233zbMATH OpenFDO

Authors C. L. Skeels, Larry W. Taylor

Publication date 20 March 1996

Published in Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

two-stage least squaresbiaspre-test estimatorfinite-sample propertiesnonparametric approximationspre-test riskWu-Hausman exogeneity test

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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Cites work

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• A Note on the Comparison of Ordinary and Two-Stage Least Squares Estimators
• A Remark on Hausman's Specification Test
• A remark on a generalized specification test
• On the Moments of Ordinary Least Squares and Instrumental Variables Estimators in a General Structural Equation
• Specification Tests in Econometrics

Cited in

(6)

• Preliminary test and Stein estimations in simultaneous linear equations
• scientific article; zbMATH DE number 4066197 (Why is no real title available?)
• scientific article; zbMATH DE number 3923928 (Why is no real title available?)
• Relationships among estimators of triangular econometric models
• Prediction after IV estimation
• A risk superior semiparametric estimator for overidentified linear models

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