Iglesias, Emma M.; Phillips, Garry D. A. - 2011
combinations of k-class estimators for k < 1. In general, this yields estimators which are unbiased to order [T-1] and which … than 2SLS when the degree of overidentification of the system is larger than 8. Moreover, the combined k-class estimators …, both endogenous and exogenous variable parameter estimators are unbiased to order [T-2] and when implemented for k-class …