The non-monotonicity of the bias and mean squared error of the two stage least squares estimators of exogenous variable coefficients
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- Karim Abadir & Kaddour Hadri, .
"Bias Nonmonotonicity in Stochastic Difference Equations,"
96/15, Department of Economics, University of York.
- Abadir, Karim & Hadri, K., 1995. "Bias Nonmonotonicity in Stochastic Difference Equations," Discussion Papers 9512, Exeter University, Department of Economics.
- Peter C.B. Phillips, 1983.
"The Exact Distribution of Exogenous Variable Coefficient Estimators,"
Cowles Foundation Discussion Papers
681, Cowles Foundation for Research in Economics, Yale University.
- Phillips, P. C. B., 1984. "The exact distribution of exogenous variable coefficient estimators," Journal of Econometrics, Elsevier, vol. 26(3), pages 387-398, December.
- Phillips, G. D. A. & Harvey, A. C., 1984. "A note on estimating and testing exogenous variable coefficient estimators in simultaneous equation models," Economics Letters, Elsevier, vol. 15(3-4), pages 301-307.
- Abadir, Karim M., 1993. "Ols Bias in a Nonstationary Autoregression," Econometric Theory, Cambridge University Press, vol. 9(01), pages 81-93, January.
- Richardson, David H & Wu, De-Min, 1971. "A Note on the Comparison of Ordinary and Two-Stage Least Squares Estimators," Econometrica, Econometric Society, vol. 39(6), pages 973-81, November.
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