Bias assessment and reduction for the 2SLS estimator in general dynamic simultaneous equations models
Working Papers
Overview
publisher
publication date
- 2019
series title
- Working paper. Statistics and Econometrics
full text
series number
- 19-06
Classification
keywords
- general dynamic simultaneous equations model; asymptotic approximations; bias correction; bootstrap; monte carlo simulations; 2sls; c2sls