Bun, Maurice; Harrison, Teresa D - LeBow College of Business, Drexel University - 2014
, the OLS estimator of the coefficient of the interaction term is consistent and asymptotically normally distributed … coefficient of the interaction term. Furthermore, we analyze several IV estimators, and conclude that an implementation exploiting … instruments interacted with the exogenous part of the interaction term is to be preferred. Using our theoretical results we con …