Almost Unbiased Estimation in Simultaneous Equation Models With Strong and/or Weak Instruments
强或弱工具变量下联立方程模型的近乎无偏估计
We propose two simple bias-reduction procedures that apply to estimators in a general static simultaneous equation model and that are valid under relatively weak distributional assumptions for the errors. Standard jackknife estimators, as applied to 2SLS, may not reduce the bias of the exogenous variable coefficient estimators since the estimator biases are not monotonically nonincreasing with sample size (a necessary condition for successful bias reduction) and they have…