Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction
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Publication:276930
DOI10.1016/j.jeconom.2005.09.002zbMath1360.62377OpenAlexW2011606887MaRDI QIDQ276930
Norman R. Swanson, John C. Chao
Publication date: 4 May 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://www.sas.rutgers.edu/virtual/snde/wp/2003-15.pdf
Related Items (10)
Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction ⋮ Testing with many weak instruments ⋮ A comparison of bias approximations for the two-stage least squares (2SLS) estimator ⋮ MANY INSTRUMENTS ASYMPTOTIC APPROXIMATIONS UNDER NONNORMAL ERROR DISTRIBUTIONS ⋮ GMM estimation of social interaction models with centrality ⋮ Simple estimators and inference for higher-order stochastic volatility models ⋮ Efficient Estimation with Many Weak Instruments Using Regularization Techniques ⋮ Reduced forms and weak instrumentation ⋮ On the relevance of weaker instruments ⋮ Discontinuities of weak instrument limiting distributions.
Cites Work
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