• Title of article

    Notes on bias in estimators for simultaneous equation models

  • Author/Authors

    Jinyong Hahn، نويسنده , , Jerry Hausman، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2002
  • Pages
    5
  • From page
    237
  • To page
    241
  • Abstract
    We derive an approximate finite sample bias expression for 2SLS. We apply it to the case of non-identification and local non-identification. We also calculate the similar expression for OLS. We find that 2SLS has less bias than OLS in all cases.
  • Keywords
    IV estimation , Finite sample bias , Weak instruments
  • Journal title
    Economics Letters
  • Serial Year
    2002
  • Journal title
    Economics Letters
  • Record number

    434926

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=434926