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A comparison of bias approximations for the 2SLS estimator
Bun, Maurice J. G.; Windmeijer, Frank - 2010
We consider the bias of the 2SLS estimator in the linear instrumental vari-ables regression with one endogenous … regressor only. By using asymptotic expansion techniques we approximate 2SLS coefficient estimation bias under various scenarios … regarding the number and strength of instruments.The resulting approximation encompasses existing bias approximations, which are …
Persistent link: https://www.econbiz.de/10003989911
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A comparison of bias approximations for the 2SLS estimator
Bun, Maurice J. G.; Windmeijer, Frank - 2010
We consider the bias of the 2SLS estimator in the linear instrumental vari-ables regression with one endogenous … regressor only. By using asymptotic expansion techniques we approximate 2SLS coefficient estimation bias under various scenarios … regarding the number and strength of instruments.The resulting approximation encompasses existing bias approximations, which are …
Persistent link: https://www.econbiz.de/10010288373
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A comparison of bias approximations for the 2SLS estimator
Bun, Maurice J. G.; Windmeijer, Frank - 2011
Persistent link: https://www.econbiz.de/10010190657
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Robust inference for the two-sample 2SLS estimator
Pacini, David; Windmeijer, Frank - 2016
Persistent link: https://www.econbiz.de/10011488342
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Binary outcomes, OLS, 2SLS and IV probit
Li, Chuhui; Poskitt, Donald Stephen; Windmeijer, Frank; … - In: Econometric reviews 41 (2022) 8, pp. 859-876
Persistent link: https://www.econbiz.de/10013364912
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A comparison of bias approximations for the two-stage least squares (2SLS) estimator
Bun, Maurice J. G.; Windmeijer, Frank - In: Economics letters 113 (2011) 1, pp. 76-79
Persistent link: https://www.econbiz.de/10009303150
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On the use of the lasso for instrumental variables estimation with some invalid instruments
Windmeijer, Frank; Farbmacher, Helmut; Davies, Neil; … - 2016
Persistent link: https://www.econbiz.de/10011488328
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Weak instruments, first-stage heteroskedasticity and the robust F-test
Windmeijer, Frank - 2019
Persistent link: https://www.econbiz.de/10011979323
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Robust inference for the Two-Sample 2SLS estimator
Pacini, David; Windmeijer, Frank - In: Economics letters 146 (2016), pp. 50-54
Persistent link: https://www.econbiz.de/10011619048
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Instrumental variable estimators for binary outcomes
Clarke, Paul; Windmeijer, Frank - 2009
Persistent link: https://www.econbiz.de/10003801820