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
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