The asymptotic distribution of Nagar's bias-adjusted TSLS estimator under partial identification

The asymptotic distribution of the Nagar bias-adjusted two-stage-least-squares estimator is studied under the assumption of partial identification when the number of instruments increases at the same rate as the sample size and the errors are normally distributed.

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Year of publication:	2009
Authors:	Forchini, Giovanni
Published in:	Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 105.2009, 1, p. 49-52
Publisher:	Elsevier
Keywords:	Linear structural equations Nagar bias-adjusted two-stage-least-squares estimator Large number of instruments

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005023454