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Phillips, G and Liu-Evans, G ORCID: 0000-0002-5880-2781
(2016)
Approximating and reducing bias in 2SLS estimation of
Approximating and reducing bias in 2SLS estimation of dynamic simultaneous equation models.
Computational Statistics and Data Analysis, 100.
pp. 734-762.
Liu-Evans, G ORCID: 0000-0002-5880-2781 and Phillips, GDA
(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, 6.
pp. 90-105.