Consistent Estimation with Weak Instruments in Panel Data

This note analyzes the asymptotic distribution for instrumental variables regression for panel data when the available instruments are weak. We show that consistency can be established in panel data.

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Year of publication:	2007-05
Authors:	Kao, Chihwa ; Liu, Long
Institutions:	Center for Policy Research, Maxwell School
Subject:	Weak instrument \| Two stage least squares \| Panel data \| Concentration parameter

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Extent:	application/pdf
Series:	Center for Policy Research Working Papers.
Type of publication:	Book / Working Paper
Notes:	Number 95 10 pages
Classification:	C33 - Models with Panel Data
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005698382