✦ LIBER ✦

Notes on bias in estimators for simultaneous equation models

✍ Scribed by Jinyong Hahn; Jerry Hausman

Book ID: 117332202
Publisher: Elsevier Science
Year: 2002
Tongue: English
Weight: 45 KB
Volume: 75
Category: Article
ISSN: 0165-1765
DOI: 10.1016/s0165-1765(01)00602-4

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A note on estimating and testing exogeno

A note on estimating and testing exogenous variable coefficient estimators in simultaneous equation models

✍ G.D.A. Phillips; A.C. Harvey 📂 Article 📅 1984 🏛 Elsevier Science 🌐 English ⚖ 322 KB

The bias of the ordinary least squares e

The bias of the ordinary least squares estimator in simultaneous equation models

✍ Jan F. Kiviet; Garry D.A. Phillips 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 385 KB

Robust estimators for simultaneous equat

Robust estimators for simultaneous equations models

✍ J. Krishnakumar; E. Ronchetti 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 777 KB

Robust estimation in simultaneous equati

Robust estimation in simultaneous equations models

✍ Ricardo A. Maronna; Víctor J. Yohai 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 516 KB

In this paper we review existing work on robust estimation for simultaneous equations models. Then we sketch three strategies for obtaining estimators with a high breakdown point and a controllable efficiency: (a) robustifying three-stage least squares, (b) robustifying the full information maximum

Asymptotic properties of full informatio

Asymptotic properties of full information estimators in dynamic autoregressive simultaneous equation models

✍ Phoebus J. Dhrymes; H. Erlat 📂 Article 📅 1974 🏛 Elsevier Science 🌐 English ⚖ 568 KB

A note on simultaneous equation estimati

A note on simultaneous equation estimation techniques applications with a regional econometric model

✍ Norman J. Glickman 📂 Article 📅 1976 🏛 Elsevier Science 🌐 English ⚖ 925 KB