Bias assessment and reduction for the 2SLS estimator in general dynamic simultaneous equations models Working Papers uri icon

publication date

  • 2019

series title

  • Working paper. Statistics and Econometrics

series number

  • 19-06

keywords

  • General Dynamic simultaneous equations model
    Asymptotic approximations
    Bias correction
    Bootstrap
    Monte Carlo simulations
    2SLS
    C2SLS