The Robustness of the Higher-Order 2SLS and General k-Class Bias Approximations to Non-Normal Disturbances
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- Emma M. Iglesias & Garry D. A. Phillips, 2012.
"Almost Unbiased Estimation in Simultaneous Equation Models With Strong and/or Weak Instruments,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(4), pages 505-520, June.
- Iglesias, Emma M. & Phillips, Garry D.A., 2011. "Almost Unbiased Estimation in Simultaneous Equations Models with Strong and / or Weak Instruments," Cardiff Economics Working Papers E2011/19, Cardiff University, Cardiff Business School, Economics Section.
- Liu-Evans, Gareth & Phillips, Garry D.A., 2018. "On the use of higher order bias approximations for 2SLS and k-class estimators with non-normal disturbances and many instruments," Econometrics and Statistics, Elsevier, vol. 6(C), pages 90-105.
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This paper has been announced in the following NEP Reports:- NEP-ECM-2011-08-22 (Econometrics)
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