Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification with an Application to Bias Correction
Year of publication: |
2003
|
---|---|
Authors: | Chao, John C. ; Swanson, Norman R. |
Publisher: |
[S.l.] : SSRN |
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Systematischer Fehler | Bias | IV-Schätzung | Instrumental variables |
Extent: | 1 Online-Ressource (24 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 2003 erstellt |
Classification: | C13 - Estimation ; C31 - Cross-Sectional Models; Spatial Models |
Source: | ECONIS - Online Catalogue of the ZBW |
-
A comparison of bias approximations for the 2SLS estimator
Bun, Maurice J. G., (2010)
-
Resurgence of instrument variable estimation and fallacy of endogeneity
Qin, Duo, (2014)
-
Resurgence of the endogeneity-backed instrumental variable methods
Qin, Duo, (2015)
- More ...
-
Instrumental variable estimation with heteroskedasticity and many instruments
Hausman, Jerry A., (2012)
-
Swanson, Norman R., (2003)
-
Chao, John C., (2003)
- More ...