Asymptotic Normality of Single-Equation Estimators for the Case with a Large Number of Weak Instruments
Year of publication: |
2003
|
---|---|
Authors: | Swanson, Norman R. ; Chao, John C. |
Publisher: |
New Brunswick, NJ : Rutgers University, Department of Economics |
Subject: | Schätztheorie | Instrumentalvariablen-Schätzmethode | Theorie | CLT for bilinear forms | instrumental variables | k-class estimator | local-to-zero framework | pathwise asymptotics | weak instruments |
Series: | Working Paper ; 2003-12 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 37546770X [GVK] hdl:10419/23169 [Handle] RePEc:rut:rutres:200312 [RePEc] |
Classification: | C13 - Estimation ; C31 - Cross-Sectional Models; Spatial Models |
Source: |
-
Chao, John C., (2003)
-
Consistent Estimation with a Large Number of Weak Instruments
Chao, John Chao, (2003)
-
Consistent Estimation with a Large Number of Weak Instruments
Chao, John C., (2004)
- More ...
-
Chao, John C., (2003)
-
Data Transformation and Forecasting in Models with Unit Roots and Cointegration
Chao, John C., (2001)
-
Data Transformation and Forecasting in Models with Unit Roots and Cointegration
Chao, John C., (2000)
- More ...