The non-monotonicity of the bias and mean squared error of the two stage least squares estimators of exogenous variable coefficients
No abstract is available for this item.
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- 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.
- 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.
- Abadir, Karim M., 1993. "Ols Bias in a Nonstationary Autoregression," Econometric Theory, Cambridge University Press, vol. 9(01), pages 81-93, January.
- 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 & Hadri, K., 1995.
"Bias Nonmonotonicity in Stochastic Difference Equations,"
9512, Exeter University, Department of Economics.
- Karim Abadir & Kaddour Hadri, . "Bias Nonmonotonicity in Stochastic Difference Equations," Discussion Papers 96/15, Department of Economics, University of York.
When requesting a correction, please mention this item's handle: RePEc:eee:ecolet:v:60:y:1998:i:3:p:303-310. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei)
If references are entirely missing, you can add them using this form.