All asymptotic justification for using a uackreiifed two stage least squares estimator for sias reduction in a simultaneous equation model
Phillips, G.D.A.; Phillips, G.D.A.; University of Kent
Журнал:
Communications in Statistics - Theory and Methods
Дата:
1980
Аннотация:
This paper uses the approach of Adams, Gray & watkins ( 1971 ) to provide an asymptotic rationalisation for the bias reducing property of the jackknifed two stage least squares (J2SLS) estimator observed by Mikhail ( 1975 ).
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