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


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


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

Suggested Citation

  • Iglesias, Emma M. & Phillips, Garry D.A., 2010. "The bias to order T-Â 2 for the general k-class estimator in a simultaneous equation model," Economics Letters, Elsevier, vol. 109(1), pages 42-45, October.
  • Handle: RePEc:eee:ecolet:v:109:y:2010:i:1:p:42-45

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    References listed on IDEAS

    1. Kinal, Terrence W, 1980. "The Existence of Moments of k-Class Estimators," Econometrica, Econometric Society, vol. 48(1), pages 241-249, January.
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    Cited by:

    1. Symeonides Spyridon D. & Karavias Yiannis & Tzavalis Elias, 2017. "Size corrected Significance Tests in Seemingly Unrelated Regressions with Autocorrelated Errors," Journal of Time Series Econometrics, De Gruyter, vol. 9(1), pages 1-41, January.
    2. Phillip, Garry & Xu, Yongdeng, 2016. "Almost Unbiased Variance Estimation in Simultaneous Equation Models," Cardiff Economics Working Papers E2016/10, Cardiff University, Cardiff Business School, Economics Section.
    3. Phillips, Garry D.A. & Liu-Evans, Gareth, 2016. "Approximating and reducing bias in 2SLS estimation of dynamic simultaneous equation models," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 734-762.
    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.


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