Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction

OUT-OF-SAMPLE TESTS FOR GRANGER CAUSALITY

Chao, John, (2001)

Alternative Approximations of the Bias and MSE of the IV Estimator under Weak Identification with an Application to Bias Correction

Chao, John, (2003)

Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction

Chao, John, (2007)