A note on estimating and testing exogenous variable coefficient estimators in simultaneous equation models
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- Hadri, Kaddour & Phillips, Garry D. A., 1999.
"The accuracy of the higher order bias approximation for the 2SLS estimator,"
Elsevier, vol. 62(2), pages 167-174, February.
- Hadri, K. & Phillips, G.D.A., 1999. "The Accuracy of the Higher Order Bias Approximation for the 2SLS Estimator," Discussion Papers 9906, Exeter University, Department of Economics.
- Cheung Ip, Wai & Phillips, Garry D. A., 1998. "The non-monotonicity of the bias and mean squared error of the two stage least squares estimators of exogenous variable coefficients," Economics Letters, Elsevier, vol. 60(3), pages 303-310, September.
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