The bias of the ordinary least squares estimator in simultaneous equation models
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Publication:1392157
DOI10.1016/S0165-1765(96)00908-1zbMath0897.90059OpenAlexW2126641805MaRDI QIDQ1392157
Garry D. A. Phillips, Jan F. Kiviet
Publication date: 23 July 1998
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0165-1765(96)00908-1
large sample asymptoticsordinary least squares estimationbias approximationsmall disturbance asymptoticsstatic simultaneous equation model
Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)
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Cites Work
- Asymptotic expansions of the distributions of the estimates of coefficients in a simultaneous equation system
- The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Simultaneous Equations
- Almost Unbiased Estimator in Simultaneous Equations Systems
- Comparison of k-Class Estimators When the Disturbances Are Small
- The Bias of the Two-Stage Least Squares Estimator
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