Asymptotic Normality of Single-Equation Estimators for the Case with a Large Number of Weak Instruments
Year of publication: |
2003-10-20
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Authors: | Chao, John C. ; Swanson, Norman R. |
Institutions: | Department of Economics, Rutgers University-New Brunswick |
Subject: | CLT for bilinear forms | instrumental variables | k-class estimator | local-to-zero framework | pathwise asymptotics | weak instruments |
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