The Bias of Instrumental Variable Estimators of Simultaneous Equation Systems
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Publication:4127844
DOI10.2307/2525779zbMATH Open0356.62086OpenAlexW1977723119MaRDI QIDQ4127844FDOQ4127844
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
Cited In (14)
- Many IVs estimation of dynamic panel regression models with measurement error
- Approximating and reducing bias in 2SLS estimation of dynamic simultaneous equation models
- Jive for panel dynamic simultaneous equations models
- An augmented Anderson–Hsiao estimator for dynamic short-T panels†
- Bootstrap inference for instrumental variable models with many weak instruments
- Jackknife estimation of a cluster-sample IV regression model with many weak instruments
- Testing many restrictions under heteroskedasticity
- Instrumental variable estimation with first-stage heterogeneity
- Jackknife instrumental variable estimation with heteroskedasticity
- Asymptotic distribution of JIVE in a heteroskedastic IV regression with many instruments
- Instrument strength in IV estimation and inference: a guide to theory and practice
- A jackknife Lagrange multiplier test with many weak instruments
- On bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson-Rubin test under conditional homoskedasticity
- Instrumental variables estimation with many weak instruments using regularized JIVE
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