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Bias and Stability of Multiplier Estimates

David W. Roland-Holst

The Review of Economics and Statistics 1989

A number of analytical contributions have given sufficient conditions under which Leontief multiplier estimates are biased. This paper uses empirical data and a Monte Carlo framework to evaluate the problem of bias and obtains the opposite conclusions. For practical purposes, it appears that linear multiplier estimates are unbiased. The variance properties of these estimates are also evaluated. Copyright 1989 by MIT Press.

DOI
10.2307/1928119
Volume
71 (4)
Pages
718
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