Notes on bias in estimators for simultaneous equation models
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Volume (Year): 75 (2002)
Issue (Month): 2 (April)
Pages: 237-241
| Handle: | RePEc:eee:ecolet:v:75:y:2002:i:2:p:237-241 |
| Contact details of provider: | Web page: http://www.elsevier.com/locate/ecolet
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References listed on IDEAS
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- Jinyong Hahn & Jerry Hausman, 2002.
"A New Specification Test for the Validity of Instrumental Variables,"
Econometrica,
Econometric Society, vol. 70(1), pages 163-189, January.
- Jinyong Hahn & Jerry Hausman, 1999. "A New Specification Test for the Validity of Instrumental Variables," Working papers 99-11, Massachusetts Institute of Technology (MIT), Department of Economics.
- Douglas Staiger & James H. Stock, 1997. "Instrumental Variables Regression with Weak Instruments," Econometrica, Econometric Society, vol. 65(3), pages 557-586, May.
- Douglas Staiger & James H. Stock, 1994. "Instrumental Variables Regression with Weak Instruments," NBER Technical Working Papers 0151, National Bureau of Economic Research, Inc.
- Phillips, P.C.B., 1989. "Partially Identified Econometric Models," Econometric Theory, Cambridge University Press, vol. 5(02), pages 181-240, August.
- Peter C.B. Phillips, 1987. "Partially Identified Econometric Models," Cowles Foundation Discussion Papers 845R, Cowles Foundation for Research in Economics, Yale University, revised Aug 1988.
- Sawa, Takamitsu, 1972. "Finite-Sample Properties of the k-Class Estimators," Econometrica, Econometric Society, vol. 40(4), pages 653-680, July. Full references (including those not matched with items on IDEAS)
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