-systematic impact of omitted variable bias in primary studies. Our results show that the mixed effects estimator is to be preferred to … non-systematic impact of omitted variable bias, using the mixed effects estimator may be suboptimal. We also address the …

This paper compares the behaviour of a bias-corrected estimator assuming strongly exogenous regressors to the behaviour … of a bias-corrected estimator assuming weakly exogenous regressors, when in fact the marginal model contains a feedback … mechanism. To this end, the effects of a feedback mechanism on the first-order least-squares coefficient estimation bias is …

of bias of (generalized) MMestimators tends to increase with the number of moment conditions exploited. Forvarious … feedbacks none of the techniques examined dominates. However, asimple bias corrected LS estimator which presupposes strict …

, but then a bias term with unknown sign has to be estimated. We provide an estimator for this sign and the full programme …. Simulation results are also presented.It is weIl known that extreme value parameter estimators which balance the asymptotic bias …

variancefunctions. In a genuine out-of-sample forecasting experiment theperformance of the best fitted asMA-asQGARCH model is compared …