Approximating the Distribution of the Instrumental Variables Estimator when the Concentration Parameter is Small.
Year of publication: |
2004-10
|
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Authors: | Poskitt, D. S. ; Skeels, C. L. |
Institutions: | Department of Econometrics and Business Statistics, Monash Business School |
Subject: | concentration parameter | IV estimator | simultaneous equations model | t approximation | weak instruments |
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