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The bias to order T-Â 2 for the general k-class estimator in a simultaneous equation model

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Author Info

  • Iglesias, Emma M.
  • Phillips, Garry D.A.

Abstract

Kinal (1980) showed that k-class estimators for which kÂ

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File URL: http://www.sciencedirect.com/science/article/B6V84-50R22TW-2/2/9846c661546be094a28df3a3c3f15043
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Bibliographic Info

Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 109 (2010)
Issue (Month): 1 (October)
Pages: 42-45

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Handle: RePEc:eee:ecolet:v:109:y:2010:i:1:p:42-45

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Web page: http://www.elsevier.com/locate/ecolet

Related research

Keywords: Bias k-class estimators Simultaneous equations;

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Cited by:
  1. 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.

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