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The bias of the 2SLS variance estimator
Kiviet, J. F.; Phillips, Garry D. A. - In: Economics letters 66 (2000) 1, pp. 7-15
Persistent link: https://www.econbiz.de/10001435909
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The bias of the ordinary least squares estimator in simultaneous equation models
Kiviet, J. F. - In: Economics letters 53 (1996) 2, pp. 161-167
Persistent link: https://www.econbiz.de/10001216787
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The accuracy of the higher order bias approximation for the 2SLS estimator
Hadri, Kaddour; Phillips, Garry D. A. - In: Economics letters 62 (1999) 2, pp. 167-174
Persistent link: https://www.econbiz.de/10001255469
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The non-monotonicity of the bias and mean squared error of the two stage least squares estimators of exogenous variable coefficients
Ip, Wai Cheung - In: Economics letters 60 (1998) 3, pp. 303-310
Persistent link: https://www.econbiz.de/10001251674
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Reconsidering the gains on efficiency from ML estimation versus OLS in ARCH models
Iglesias, Emma M.; Phillips, Garry D. A. - In: Economics letters 74 (2001) 1, pp. 21-24
Persistent link: https://www.econbiz.de/10001635125
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The bias to order T− 2 for the general k-class estimator in a simultaneous equation model
Iglesias, Emma M.; Phillips, Garry D. A. - In: Economics letters 109 (2010) 1, pp. 42-45
Persistent link: https://www.econbiz.de/10008806647
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Asymptotic bias of GMM and GEL under possible nonstationary spatial dependence
Iglesias, Emma M.; Phillips, Garry D. A. - In: Economics letters 99 (2008) 2, pp. 393-397
Persistent link: https://www.econbiz.de/10003723850
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When is it really justifiable to ignore explanatory variable endogeneity in a regression model?
Kiviet, J. F. - In: Economics letters 145 (2016), pp. 192-195
Persistent link: https://www.econbiz.de/10011618403
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On the diminishing returns of higher-order terms in asymptotic expansions of bias
Bun, Maurice J. G.; Kiviet, J. F. - In: Economics letters 79 (2003) 2, pp. 145-152
Persistent link: https://www.econbiz.de/10001750928
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Instrument approval by the Sargan test and its consequences for coefficient estimation
Kiviet, J. F.; Kripfganz, Sebastian - In: Economics letters 205 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10013202152