-type estimators. After deriving a finite sample unbiased k-class estimator, we introduce a double k-class estimator based on Nagar … (1962) that dominates k-class estimators (including 2SLS), especially in the cases of weak and/or many instruments. We …

-type estimators. After deriving a finite sample unbiased k-class estimator, we introduce a double k-class estimator based on Nagar … (1962) that dominates k-class estimators (including 2SLS), especially in the cases of weak and/or many instruments. We …

, both endogenous and exogenous variable parameter estimators are unbiased to order [T-2] and when implemented for k-class … combinations of k-class estimators for k < 1. In general, this yields estimators which are unbiased to order [T-1] and which … possess higher moments. We also prove theoretically how the combined k-class estimator produces a smaller mean squared error …

–are equivalent for two-stage-least-squares, as well as k-class estimators for the standard linear model with endogenous regressors. …

which extends the well-known k-class to include, amongst others, the Jackknife Instrumental Variables Estimator (JIVE) of …

-instrument framework of Morimune (1983) and Bekker (1994). Our analysis of an extended k-class of estimators that includes Jackknife IV …

The risk associated with the estimators of the family of feasible generalized double k-class estimators under the LINEX … generalized double k-class estimators. …

-equation estimators which extends the well-known k-class to include, amongst others, the Jackknife Instrumental Variables Estimator (JIVE …