Consistent Estimation with a Large Number of Weak Instruments
Year of publication: |
2004
|
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Authors: | Chao, John C. ; Swanson, Norman R. |
Publisher: |
New Brunswick, NJ : Rutgers University, Department of Economics |
Subject: | Instrumentalvariablen-Schätzmethode | Schätztheorie | instrumental variables | k-class estimators | local to zero framework | pathwise asymptotics | weak instruments |
Series: | Working Paper ; 2004-21 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 472977644 [GVK] hdl:10419/23198 [Handle] RePEc:rut:rutres:200421 [RePEc] |
Classification: | C13 - Estimation ; C31 - Cross-Sectional Models; Spatial Models |
Source: |
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Consistent Estimation with a Large Number of Weak Instruments
Chao, John, (2004)
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Swanson, Norman R., (2003)
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Some Results on the Asymptotic Normality of k-Class Estimators in the Case of Many Weak Instruments
Swanson, Norman R., (2004)
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Swanson, Norman R., (2003)
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Chao, John C., (2003)
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Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions With Many Weak Instruments
Chao, John C., (2004)
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