An asymptotic variance inequality for instrumental variable estimators signaling proportional bias increases

DOI10.1016/J.ECONLET.2011.03.001MaRDI QIDQ553877zbMATH OpenOpenAlexFDO

Authors Yun-Yeong Kim

Publication date 28 July 2011

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2011.03.001

zbMATH Keywords

asymptotic variancebiasIV estimator

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Applications of statistics to economics (62P20)

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Cites work

• The Bias of Instrumental Variable Estimators
• The Exact Distribution of Instrumental Variable Estimators in an Equation Containing n + 1 Endogenous Variables

Cited in

(3)

• The Bias of Instrumental Variable Estimators
• Unbiased instrumental variables estimation under known first-stage sign
• ON THE ASYMPTOTIC SIZE DISTORTION OF TESTS WHEN INSTRUMENTS LOCALLY VIOLATE THE EXOGENEITY ASSUMPTION

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