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

authors

  • PHILLIPS, GARRY DAVID ALAN
  • WANG, DANDAN

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