Cross-sectional averaging and instrumental variable estimation with many weak instruments

DOI10.1016/j.econlet.2010.03.013zbMath1232.91566MaRDI QIDQ991338

Massimiliano Marcellino, George Kapetanios

Publication date: 7 September 2010

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10419/62879

zbMATH Keywords

2SLS; instrumental variable estimation; cross-sectional average

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

91B82: Statistical methods; economic indices and measures

Related Items

Factor-GMM estimation with large sets of possibly weak instruments

Cites Work

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• Alternative Approximations to the Distributions of Instrumental Variable Estimators
• Instrumental Variables Regression with Weak Instruments
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• Judging Instrument Relevance in Instrumental Variables Estimation
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