Monte Carlo studies on the effectiveness of the bootstrap bias reduction method on 2SLS estimates

DOI10.1016/0165-1765(86)90029-7zbMATH Open1328.62619OpenAlexW2081858419MaRDI QIDQ899756FDOQ899756

Hung-Gay Fung, Edwin F. Ulveling, Yu-Sheng Hsu, Kin-Nam Lau

Publication date: 1 January 2016

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(86)90029-7

Mathematics Subject Classification ID

Point estimation (62F10) Bootstrap, jackknife and other resampling methods (62F40) Applications of statistics to economics (62P20)

Cites Work

• The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Simultaneous Equations
• Bootstrap methods: another look at the jackknife
• Title not available (Why is that?)
• Title not available (Why is that?)
• On bootstrapping two-stage least-squares estimates in stationary linear models
• The Existence of Moments of the Ordinary Least Squares and Two-Stage Least Squares Estimators
• The Existence of Moments of k-Class Estimators

Cited In (6)

• Approximating and reducing bias in 2SLS estimation of dynamic simultaneous equation models
• A class of computational methods to reduce selection bias when designing phase 3 clinical trials
• Bootstrapping estimators for the seemingly unrelated regressions model
• A Fast Iterated Bootstrap Procedure for Approximating the Small-Sample Bias
• General linear hypotheses in a two-stage least squares estimation model
• The asymptotic validity of the F-test in a two-stage least squares model

This page was built for publication: Monte Carlo studies on the effectiveness of the bootstrap bias reduction method on 2SLS estimates

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q899756)