A solution to the weak instrument bias in 2SLS estimation : indirect inference with stochastic approximation
Vincent Arel-Bundock
| Year of publication: |
2013
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|---|---|
| Authors: | Arel-Bundock, Vincent |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 120.2013, 3, p. 495-498
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| Subject: | Weak instrument bias | Two-stage least squares | Indirect inference | Stochastic approximation | Bias correction | Schätztheorie | Estimation theory | Systematischer Fehler | Bias | Induktive Statistik | Statistical inference | IV-Schätzung | Instrumental variables | Kleinste-Quadrate-Methode | Least squares method |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010187251