Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction (Q276930)
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scientific article; zbMATH DE number 6577368
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| English | Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction |
scientific article; zbMATH DE number 6577368 |
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Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction (English)
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4 May 2016
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confluent hypergeometric function
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Laplace approximation
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local-to-zero asymptotics
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weak instruments
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0.8526937365531921
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0.8057271838188171
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0.7955868244171143
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0.7910550832748413
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