Notes on bias in estimators for simultaneous equation models

Economics Letters

Volumn 75, Issue 2, 2002, Pages 237-241

  Hahn, Jinyong ^a   Hausman, Jerry ^a,b  

^a BROWN UNIVERSITY   (United States)

^b MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

Finite sample bias; IV estimation; Weak instruments

Indexed keywords

EID: 0036019640     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1765(01)00602-4     Document Type: Article

References (7)

1. Bias and MSE of the IV estimator under weak identification
2. A new specification test for the validity of instrumental variables
3. Higher order MSE of jackknife 2SLS
4. The bias and moment matrix of the general k-class estimators of the parameters in simultaneous equations
5. Partially identified econometric models
6. Finite sample properties of the k-class estimators
7. Instrumental variables regression with weak instruments