The asymptotic distribution of Nagar's bias-adjusted TSLS estimator under partial identifica\-tion

DOI10.1016/J.ECONLET.2009.05.013zbMath1181.62012OpenAlexW2037391088MaRDI QIDQ1046248

Giovanni Forchini

Publication date: 21 December 2009

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2009.05.013

zbMATH Keywords

large number of instrumentslinear structural equationsnagar bias-adjusted two-stage-least-squares estimator

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Point estimation (62F10) Sequential estimation (62L12)

Cites Work

• Unnamed Item
• Performance of conditional Wald tests in IV regression with weak instruments
• Asymptotic and finite sample distribution theory for IV estimators and tests in partially identified structural equations
• Estimation with weak instruments: Accuracy of higher‐order bias and MSE approximations
• The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Simultaneous Equations
• The Iterated Minimum Distance Estimator and the Quasi-Maximum Likelihood Estimator
• Alternative Approximations to the Distributions of Instrumental Variable Estimators
• Choosing the Number of Instruments

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