The accuracy of the higher order bias approximation for the 2SLS estimator

Economics Letters

Volumn 62, Issue 2, 1999, Pages 167-174

  Hadri, Kaddour ^a   Phillips, Garry D A ^a  

^a UNIVERSITY OF EXETER BUSINESS SCHOOL   (United Kingdom)

Author keywords

C22; Exact bias; Higher order bias approximation; Monte Carlo simulations; Two stage least squares

Indexed keywords

EID: 0033484821     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0165-1765(98)00207-9     Document Type: Article

References (8)

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