Reducing asymptotic bias of weak instrumental estimation using independently repeated cross-sectional information
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Publication:654497
DOI10.1016/J.JECONOM.2011.09.038zbMath1229.62024OpenAlexW2137835709WikidataQ57432756 ScholiaQ57432756MaRDI QIDQ654497
Jia Su, Ying Fang, Zong-Wu Cai
Publication date: 28 December 2011
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2011.09.038
Asymptotic properties of parametric estimators (62F12) Monte Carlo methods (65C05) Inference from stochastic processes (62M99) Sequential estimation (62L12)
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