Alternative Approximations of the Bias and MSE of the IV Estimator under Weak Identification with an Application to Bias Correction
Year of publication: |
2003-05
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Authors: | Chao, John ; Swanson, Norman R. |
Institutions: | Cowles Foundation for Research in Economics, Yale University |
Subject: | Confluent hypergeometric function | Laplace approximation | Local-to-zero asymptotics | Weak instruments |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Published in Journal of Econometrics (2007), 137: 515-555 The price is None Number 1418 23 pages |
Classification: | C13 - Estimation ; C31 - Cross-Sectional Models; Spatial Models |
Source: |
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Chao, John C., (2003)
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Chao, John, (2003)
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Chao, John C., (2004)
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