All asymptotic justification for using a uackreiifed two stage least squares estimator for sias reduction in a simultaneous equation model
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Publication:3902376
DOI10.1080/03610928008827861zbMath0454.62093MaRDI QIDQ3902376
Publication date: 1980
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610928008827861
bias reduction; simultaneous equation model; jackknife technique; two stage least squares estimator; lower order biasedness
Related Items
Cites Work
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- NOTES ON BIAS IN ESTIMATION
- The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Simultaneous Equations
- The Asymptotic Behaviour of Tukey's General Method of Setting Approximate Confidence Limits (The Jackknife) When Applied to Maximum Likelihood Estimates
- An Asymptotic Characterization of Bias Reduction By Jackknifing
- The Existence of Moments of the Ordinary Least Squares and Two-Stage Least Squares Estimators