The mean square error of a combined estimator and numerical comparison with the TSLS estimator
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Econometrics.
Volume (Year): 1 (1973)
Issue (Month): 2 (June)
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Web page: http://www.elsevier.com/locate/jeconom
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- Kleibergen, Frank & Zivot, Eric, 2003.
"Bayesian and classical approaches to instrumental variable regression,"
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- Frank Kleibergen & Eric Zivot, 1998. "Bayesian and Classical Approaches to Instrumental Variable Regression," Discussion Papers in Economics at the University of Washington 0063, Department of Economics at the University of Washington.
- Frank Kleibergen & Eric Zivot, 1998. "Bayesian and Classical Approaches to Instrumental Variables Regression," Econometrics 9812002, EconWPA.
- David A. Belsley, 1974. "Estimation of Systems of Simultaneous Equations, and Computational Specifications of GREMLIN," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 3, number 4, pages 1-64 National Bureau of Economic Research, Inc.
- Mittelhammer, Ron C. & Judge, George G., 2005. "Combining estimators to improve structural model estimation and inference under quadratic loss," Journal of Econometrics, Elsevier, vol. 128(1), pages 1-29, September.
- Naoto Kunitomo, 1981. "On A Third Order Optimum Property of The LIML Estimator When the Sample Size is Large," Discussion Papers 502, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
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