The bias to order T−2 for the general k-class estimator in a simultaneous equation model

Iglesias, Emma M. and Phillips, Garry David Alan 2010. The bias to order T−2 for the general k-class estimator in a simultaneous equation model. Economics Letters 109 (1) , pp. 42-45. 10.1016/j.econlet.2010.07.011

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Abstract

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.

Item Type:	Article
Date Type:	Publication
Status:	Published
Schools:	Business (Including Economics)
Subjects:	H Social Sciences > H Social Sciences (General) H Social Sciences > HG Finance Q Science > QA Mathematics
Uncontrolled Keywords:	Bias; K-class estimators; Simultaneous equations
Publisher:	Elsevier
ISSN:	0165-1765
Last Modified:	05 Feb 2022 10:28
URI:	https://orca.cardiff.ac.uk/id/eprint/21685

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