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Original Articles

Jackknifing the two stage least squares estimator

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Pages 141-152 | Received 01 Apr 1983, Published online: 27 Jun 2007

References

  • Harvey , A.C. and Phillips , G.D.A. 1980 . Testing for Serial Correlation in Simultaneous Equation Models . Econometrica , 48 : 747 – 759 .
  • Hinkley , D.B. 1977 . Jackknifing in Unbalanced Situations . Technometrics , 19 : 285 – 292 .
  • Mariano , R.S. 1972 . The Existence of Moments of the Ordinary Least Squares and Two Stage Least Squares Estimators . Econometrica , 40 : 643 – 652 .
  • Mikhail , W.M. 1975 . A Comparative Monte Carlo Study of the Properties of Econometric Estimators . Journal of the American Statistical Association , 70 : 94 – 104 .
  • Miller , R.G. 1974a . The Jackknife - A Review . Biometrika , 61 : 1 – 15 .
  • Miller , R.G. 1974b . An Unbalanced Jackknife . Annals of Statistics , 2 : 880 – 891 .
  • Owen , A.O. 1977 . “ The Jackknife Statistic:An Application in Econometrics ” . University of kent . Ph.D.Thesis
  • Owen , A.D. and Phillips , G.D.A. 1975 . Bias Reduction and Approximate Confidence Intervals for the Jackknifed 2SLS Estimator . Paper presented at the 1975 World Congress of the Econometric Society . 1975 , Toronto.
  • Phillips , G.D.A. 1980 . An Asymptotic Justification for Using a Jackknifed 2SLS Estimator for Bias Reduction in Simultaneous Equation Models . Communications in Statistics , A.9 ( 1 )
  • Phillips , G.D.A. 1981 . An Alternative Approach to Evaluating the Nagar Moments of k-class Estimators when Disturbances are Non-Spherical . Paper presented at the 1981 European meeting of the Econometric Society . 1981 , Amsterdam.
  • Quenouille , M. 1956 . Notes on Bias in Estimation . Biometrika , 43 : 353 – 60 .
  • sawa , T. 1973 . Almost unbiased Estimator in Simultaneous Equatins Systems . International Economic Review , 14
  • Tukey , J.W. 1958 . Sias and Confidence in Not Quite Large Samples . Annals of mathematical Statisties , 29 : 614

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