Iglesias, Emma M.; Phillips, Garry D. A. - In: Journal of Business & Economic Statistics 30 (2012) 4, pp. 505-520
We propose two simple bias-reduction procedures that apply to estimators in a general static simultaneous equation model and that are valid under relatively weak distributional assumptions for the errors. Standard jackknife estimators, as applied to 2SLS, may not reduce the bias of the exogenous...