Consistent Estimation with a Large Number of Weak Instruments
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Publication:5393895
DOI10.1111/j.1468-0262.2005.00632.xzbMath1151.62366MaRDI QIDQ5393895
Norman R. Swanson, John C. Chao
Publication date: 24 October 2006
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1468-0262.2005.00632.x
62F12: Asymptotic properties of parametric estimators
62P20: Applications of statistics to economics
62F10: Point estimation
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