The bias to order T-Â 2 for the general k-class estimator in a simultaneous equation model
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.
Year of publication: |
2010
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Authors: | Iglesias, Emma M. ; Phillips, Garry D.A. |
Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 109.2010, 1, p. 42-45
|
Publisher: |
Elsevier |
Subject: | Bias k-class estimators Simultaneous equations |
Saved in:
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