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

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scientific article; zbMATH DE number 6578077
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    Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small
    scientific article; zbMATH DE number 6578077

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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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