The Bias of the Two-Stage Least Squares Estimator
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Publication:5674836
DOI10.2307/2284453zbMath0259.62086OpenAlexW4233742316MaRDI QIDQ5674836
Publication date: 1972
Full work available at URL: https://doi.org/10.2307/2284453
Related Items (8)
Improved variance estimation of maximum likelihood estimators in stable first-order dynamic regression models ⋮ The bias of OLS, GLS, and ZEF estimators in dynamic seemingly unrelated regression models ⋮ Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models ⋮ The bias to order \(T^{-2}\) for the general \(k\)-class estimator in a simultaneous equation model ⋮ The bias of the ordinary least squares estimator in simultaneous equation models ⋮ The accuracy of the higher order bias approximation for the 2SLS estimator ⋮ Alternative bias approximations in first-order dynamic reduced form models ⋮ The bias of the 2SLS variance estimator
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