A solution to the weak instrument bias in 2SLS estimation: indirect inference with stochastic approximation
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Publication:2446276
DOI10.1016/j.econlet.2013.06.004zbMath1284.62413OpenAlexW2093214587MaRDI QIDQ2446276
Publication date: 16 April 2014
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2013.06.004
stochastic approximationbias correctionindirect inferencetwo-stage least squaresweak instrument bias
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Cites Work
- Indirect inference and calibration of dynamic stochastic general equilibrium models
- Estimation of stable distributions by indirect inference
- Indirect inference for dynamic panel models
- Approximate bias correction in econometrics
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- Multivariate stochastic approximation using a simultaneous perturbation gradient approximation
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- Robust Indirect Inference
- The stochastic root-finding problem
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