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An asymptotic variance inequality for instrumental variable estimators signaling proportional bias increases

An asymptotic variance inequality for instrumental variable (IV) estimators is proposed, which suggests a critical variance that signals proportional increases in the bias of IV estimators through the augmentation of a set of instruments.
Year of publication:
2011
Authors: Kim, Yun-Yeong
Published in:
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 112.2011, 1, p. 53-55
Publisher: Elsevier
Subject: IV estimator Asymptotic variance Bias
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Type of publication: Article
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Persistent link: https://www.econbiz.de/10009146130
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