Maurice Bun

Selected Publications

A comparison of bias approximations for the 2SLS estimator

We consider the bias of the 2SLS estimator in the linear instrumental variables regression with one […]

Maurice Bun, Frank Windmeijer
21 April 2010 | CWP07/10
The weak instrument problem of the system GMM estimator in dynamic panel data models

The system GMM estimator for dynamic panel data models combines moment conditions for the model in […]

Maurice Bun, Frank Windmeijer
1 February 2010 | Journal Article

Previous version

The weak instrument problem of the system GMM estimator in dynamic panel data models

The system GMM estimator for dynamic panel data models combines moment conditions for the model in […]

Maurice Bun, Frank Windmeijer
27 March 2007 | CWP08/07

Latest version

The weak instrument problem of the system GMM estimator in dynamic panel data models
Maurice Bun, Frank Windmeijer
1 February 2010 | Journal Article