On the Limiting and Empirical Distributions of IV Estimators When Some of the Instruments are Actually Endogenous
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Publication:5133516
DOI10.1108/S0731-905320140000033013zbMath1453.62379MaRDI QIDQ5133516
Publication date: 10 November 2020
Published in: Essays in Honor of Peter C. B. Phillips (Search for Journal in Brave)
empirical densityweak instrumentsinconsistent estimatorsinvalid instruments(un)conditional asymptotic distributioninstrumental variables (IV)
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