Almost unbiased variance estimation in simultaneous equation models
Year of publication: |
2016
|
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Authors: | Phillips, Garry D. A. ; Xu, Yongdeng |
Publisher: |
Cardiff : Cardiff University, Cardiff Business School |
Subject: | Simultaneous equation models | 2SLS and Fuller's estimators | Bias corrected variance estimation | Inference and bias corrected variance |
Series: | Cardiff Economics Working Papers ; E2016/10 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 894443305 [GVK] hdl:10419/174110 [Handle] RePEc:cdf:wpaper:2016/10 [RePEc] |
Classification: | C12 - Hypothesis Testing ; C13 - Estimation ; c26 ; C30 - Econometric Methods: Multiple/Simultaneous Equation Models. General |
Source: |
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Almost unbiased variance estimation in simultaneous equation models
Phillips, Garry D. A., (2016)
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Kiviet, Jan F., (2012)
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Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models
Kiviet, Jan Frederik, (2015)
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Almost unbiased variance estimation in simultaneous equation models
Phillips, Garry D. A., (2016)
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Iglesias, Emma M., (2019)
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Almost unbiased estimation in simultaneous equations models with strong and/or weak instruments
Iglesias, Emma M., (2011)
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