Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small (Q280242): Difference between revisions

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Latest revision as of 22:02, 11 July 2024

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Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small
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    Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small (English)
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    9 May 2016
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    concentration parameter
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    IV estimator
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    two-stage least squares
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    simultaneous equations model
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    \(t\) approximation
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    weak instruments
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