The Bias of Instrumental Variable Estimators of Simultaneous Equation Systems

DOI10.2307/2525779MaRDI QIDQ4127844zbMATH OpenOpenAlexFDO

Authors G. D. A. Phillips, C. Hale

Publication date 1977

Published in International Economic Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2525779

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cited in

(14)

• Approximating and reducing bias in 2SLS estimation of dynamic simultaneous equation models
• Instrumental variables estimation with many weak instruments using regularized JIVE
• Jackknife instrumental variable estimation with heteroskedasticity
• An augmented Anderson–Hsiao estimator for dynamic short-T panels^†
• Testing many restrictions under heteroskedasticity
• Asymptotic distribution of JIVE in a heteroskedastic IV regression with many instruments
• Jive for panel dynamic simultaneous equations models
• A jackknife Lagrange multiplier test with many weak instruments
• Bootstrap inference for instrumental variable models with many weak instruments
• Instrument strength in IV estimation and inference: a guide to theory and practice
• Instrumental variable estimation with first-stage heterogeneity
• Many IVs estimation of dynamic panel regression models with measurement error
• On bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson-Rubin test under conditional homoskedasticity
• Jackknife estimation of a cluster-sample IV regression model with many weak instruments

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