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The Validity of Nagar's Expansion for the Moments of Econometric Estimators

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  • Sargan, J D

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Bibliographic Info

Article provided by Econometric Society in its journal Econometrica.

Volume (Year): 42 (1974)
Issue (Month): 1 (January)
Pages: 169-76

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Handle: RePEc:ecm:emetrp:v:42:y:1974:i:1:p:169-76

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Cited by:
  1. Joshua Angrist & Alan Krueger, 1993. "Split Sample Instrumental Variables," Working Papers 699, Princeton University, Department of Economics, Industrial Relations Section..
  2. Giuseppe Ragusa, 2011. "Minimum Divergence, Generalized Empirical Likelihoods, and Higher Order Expansions," Econometric Reviews, Taylor & Francis Journals, vol. 30(4), pages 406-456.
  3. Bao, Yong & Ullah, Aman, 2007. "The second-order bias and mean squared error of estimators in time-series models," Journal of Econometrics, Elsevier, vol. 140(2), pages 650-669, October.
  4. Phillips, Garry D.A. & Liu-Evans, Gareth, 2011. "The Robustness of the Higher-Order 2SLS and General k-Class Bias Approximations to Non-Normal Disturbances," Cardiff Economics Working Papers E2011/20, Cardiff University, Cardiff Business School, Economics Section.
  5. Phillips, G.D.A., 1999. "An Alternative Approach to Obtaining Nagar-Type Moment Approximations in Sumultaneous Equation Models," Discussion Papers 9905, Exeter University, Department of Economics.
  6. M. Dolores de Prada & Luis M. Borge, 1997. "Some methods for comparing first-order asymptotically equivalent estimators," Investigaciones Economicas, FundaciĆ³n SEPI, vol. 21(3), pages 473-500, September.
  7. Iglesias, Emma M. & Phillips, Garry D.A., 2011. "Almost Unbiased Estimation in Simultaneous Equations Models with Strong and / or Weak Instruments," Cardiff Economics Working Papers E2011/19, Cardiff University, Cardiff Business School, Economics Section.
  8. Liu-Evans, Gareth, 2010. "An alternative approach to approximating the moments of least squares estimators," MPRA Paper 26550, University Library of Munich, Germany.

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