The non-monotonicity of the bias and mean squared error of the two stage least squares estimators of exogenous variable coefficients

C-Tier

Journal: Economics Letters

Year: 1998

Volume: 60

Issue: 3

Pages: 303-310

Authors (2)

Cheung Ip, Wai (not in RePEc) Phillips, Garry D. A. (Cardiff University)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count