Econometrica

Journal Of The Econometric Society

An International Society for the Advancement of Economic
Theory in its Relation to Statistics and Mathematics

Edited by: Guido W. Imbens • Print ISSN: 0012-9682 • Online ISSN: 1468-0262

Econometrica: Mar, 1976, Volume 44, Issue 2

Notes and Comments: A Proof that Both the Bias and the Mean Square Error of the Two-Stage Least Squares Estimator are Monotonically Non-Increasing Functions of Sample Size

https://www.jstor.org/stable/1912737
p. 409-411

A. D. Owen


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