The bias to order T-Â 2 for the general k-class estimator in a simultaneous equation model
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References listed on IDEAS
- 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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- 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.
- Spyridon D. Symeondes & Yiannis Karavias & Elias Tzavalis, "undated". "Size corrected significance tests in Seemingly Unrelated Regressions with autocorrelated errors," Discussion Papers 14/01, University of Nottingham, Granger Centre for Time Series Econometrics.
- 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.
- 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.
- 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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KeywordsBias k-class estimators Simultaneous equations;
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