Iglesias, Emma M. and Phillips, Garry David Alan 2010. The bias to order T−2 for the general k-class estimator in a simultaneous equation model. Economics Letters 109 (1) , pp. 42-45. 10.1016/j.econlet.2010.07.011 |
Official URL: http://dx.doi.org/10.1016/j.econlet.2010.07.011
Abstract
Kinal (1980) showed that k-class estimators for which k < 1 possess all necessary higher moments. A bias approximation to order T− 2 is derived for the general k-class estimator extending the earlier result for 2SLS of Mikhail (1972) thus improving our knowledge of a potentially interesting class of estimators.
Item Type: | Article |
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Date Type: | Publication |
Status: | Published |
Schools: | Business (Including Economics) |
Subjects: | H Social Sciences > H Social Sciences (General) H Social Sciences > HG Finance Q Science > QA Mathematics |
Uncontrolled Keywords: | Bias; K-class estimators; Simultaneous equations |
Publisher: | Elsevier |
ISSN: | 0165-1765 |
Last Modified: | 05 Feb 2022 10:28 |
URI: | https://orca.cardiff.ac.uk/id/eprint/21685 |
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