Explorations in NISE Estimation

Eric Blankmeyer

MPRA Paper from University Library of Munich, Germany

Abstract: . Ordinary least squares, two-stage least squares and the NISE estimator are applied to three data sets involving equations from microeconomics and macroeconomics. The focus is on simultaneity bias in linear least squares and on the ability of the other estimators to mitigate the bias.

Keywords: simultaneity bias; instrumental variables; least squares regression (search for similar items in EconPapers)
JEL-codes: C3 (search for similar items in EconPapers)
Date: 2021-04
New Economics Papers: this item is included in nep-ecm
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https://mpra.ub.uni-muenchen.de/108179/1/MPRA_paper_108179.pdf original version (application/pdf)
https://mpra.ub.uni-muenchen.de/114477/1/MPRA_paper_114477.pdf revised version (application/pdf)

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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:108179

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