Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction
John Chao, Norman R. Swanson
| Year of publication: |
2007
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|---|---|
| Authors: | Chao, John C. ; Swanson, Norman R. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 137.2007, 2, p. 515-555
|
| Subject: | Systematischer Fehler | Bias | Schätztheorie | Estimation theory | Theorie | Theory | IV-Schätzung | Instrumental variables |
| 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/10003441954