Table A1.

Mean Percentage of Relative Bias

	Estimator
	MIIV-2SLS				pseudo-ML				Kalman Filter
	Time Series Length				Time Series Length				Time Series Length
Parameter	T = 50	T = 100	T = 250	T = 500	T = 50	T = 100	T = 250	T = 500	T = 50	T = 100	T = 250	T = 500
Correct Measurement Model, All Elements of Φ Estimated
ϕ11	−15	−7	−2	−l	−11	−6	−2	−l	−13	−7	−2	−l
ϕ12	−17	−7	−0	−2	12	l	l	−l	−15	−11	−4	−2
ϕ22	−17	−9	−4	−2	−21	−10	−4	−2	−l7	−8	−3	−2
${\lambda }_{21}$	l	l	0	0	3	2	0	1	1	1	0	l
${\lambda }_{31}$	1	−1	1	−0	3	2	l	0	0	0	0	0
${\lambda }_{55}$	−6	−2	−2	−0	0	−l	−0	−0	1	0	0	0
${\lambda }_{52}$	−2	1	−1	−0	5	2	0	0	3	L	0	0
${\lambda }_{62}$	1	1	−0	−0	5	3	0	0	2	2	0	0
Δ Percentage of Relative Bias from Model 1 Due to Omission of ${\lambda }_{33}$
ϕ11	0	0	0	0	13	l2	l2	12	11	10	10	10
ϕ12	0	0	0	0	−31	−30	−31	−31	−23	−22	−22	−23
ϕ22	0	0	0	0	−l	−0	0	0	1	1	1	L
${\lambda }_{21}$	0	0	0	0	L	L	1	1	−l	0	0	0
${\lambda }_{31}$	53	59	61	63	71	72	74	75	65	67	69	69
${\lambda }_{52}$	0	0	0	0	0	0	0	−0	1	l	l	0
${\lambda }_{62}$	0	0	0	0	1	l	0	−0	1	l	1	0
Δ Percentage of Bias from Model 1 Due to Omission of ϕ21 and ϕ12
ϕ11	−6	−9	−10	−10	−10	−10	−10	−10	−6	−7	−9	−9
ϕ22	6	3	2	1	l7	13	11	11	15	13	13	12
${\lambda }_{21}$	0	0	0	0	−0	−0	−0	−0	0	0	0	−0
${\lambda }_{31}$	0	0	0	0	2	1	L	l	2	2	2	2
${\lambda }_{55}$	0	0	0	0	−2	−2	−2	−2	−l	−2	−2	−2
${\lambda }_{52}$	0	0	0	0	−1	0	−0	−0	1	1	0	0
${\lambda }_{62}$	0	0	0	0	0	0	−0	−0	1	1	0	0