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The bias of OLS, GLS, and ZEF estimators in dynamic seemingly unrelated regression models

, , and . Journal of Econometrics, 69 (1): 241--266 (September 1995)

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The bias of OLS, GLS, and ZEF estimators in dynamic seemingly unrelated regression models, , and . Journal of Econometrics, 69 (1): 241--266 (September 1995)Approximate minimax estimators in the simultaneous equations model. Journal of Statistical Planning and Inference, 36 (2-3): 197--213 (00 1993)Alternative bias approximations in first-order dynamic reduced form models, , and . Journal of Economic Dynamics and Control, 23 (7): 909--928 (June 1999)Feasible minimax estimators in the simultaneous equations model under partial restrictions, and . Journal of Statistical Planning and Inference, 50 (2): 241--250 (Mar 1, 1996)