The bias to order T- 2 for the general k-class estimator in a simultaneous equation model

C-Tier
Journal: Economics Letters
Year: 2010
Volume: 109
Issue: 1
Pages: 42-45

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

Abstract

Kinal (1980) showed that k-class estimators for which k < 1 possess all necessary higher moments. A bias approximation to order T- 2 is derived for the general k-class estimator extending the earlier result for 2SLS of Mikhail (1972) thus improving our knowledge of a potentially interesting class of estimators.

Technical Details

RePEc Handle
repec:eee:ecolet:v:109:y:2010:i:1:p:42-45
Journal Field
General
Author Count
2
Added to Database
2026-01-25