A Monte Carlo comparison of various asymptotic approximations to the distribution of instrumental variables estimators
Year of publication: |
2002
|
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Authors: | Hahn, Jinyong ; Inoue, Atsushi |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 21.2002, 3, p. 309-336
|
Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory | IV-Schätzung | Instrumental variables | Statistische Verteilung | Statistical distribution |
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