论文信息 - Notes on bias in estimators for simultaneous equation models

Notes on bias in estimators for simultaneous equation models

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.

Jerry A. Hausman | Jinyong Hahn | J. Hahn | J. Hausman

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