Cai, Zongwu; Fang, Ying; Su, Jia - In: Statistics & Probability Letters 82 (2012) 1, pp. 180-185
In this paper, we consider the instrumental variable estimation (the two-stage least squares estimator and the limited information maximum likelihood estimator) using weak instruments in a repeated measurements or a panel data model. We show that independently repeated cross-sectional data can...