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  • Search: subject:"pathwise asymptotics"
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Year of publication
Subject
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instrumental variables 5 pathwise asymptotics 5 weak instruments 5 k-class estimator 3 k-class estimators 3 local-to-zero framework 3 CLT for bilinear forms 2 Instrumentalvariablen-Schätzmethode 2 Schätztheorie 2 local to zero framework 2 Instrumental Variables 1 Instrumental variables 1 Local-to-zero Framework 1 Local-to-zero framework 1 Pathwise Asymptotics 1 Pathwise asymptotics 1 Theorie 1 Weak Instruments 1 Weak instruments 1 k-class Estimator 1
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Online availability
All
Free 4
Type of publication
All
Book / Working Paper 7
Type of publication (narrower categories)
All
Working Paper 2
Language
All
Undetermined 4 English 3
Author
All
Chao, John C. 5 Swanson, Norman R. 5 Chao, John 1 Chao, John Chao 1 Swanson, Norman 1 Swanson, Norman Rasmus 1
Institution
All
Department of Economics, Rutgers University-New Brunswick 2 Cowles Foundation for Research in Economics, Yale University 1 Econometric Society 1 School of Management, Yale University 1
Published in...
All
Departmental Working Papers / Department of Economics, Rutgers University-New Brunswick 2 Working Paper 2 Cowles Foundation Discussion Papers 1 Econometric Society 2004 North American Winter Meetings 1 Yale School of Management Working Papers 1
Source
All
RePEc 5 EconStor 2
Showing 1 - 7 of 7
Cover Image
Consistent Estimation with a Large Number of Weak Instruments
Chao, John C.; Swanson, Norman R. - 2004
This paper analyzes the conditions under which consistent estimation can be achieved in instrumental Variables (IV) regression when the available instruments are weak, in the local-to-zero sense of Staiger and Stock (1997) and using the many-instrument framework of Morimune (1983) and Bekker...
Persistent link: https://www.econbiz.de/10010276817
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Consistent Estimation with a Large Number of Weak Instruments
Chao, John C.; Swanson, Norman Rasmus - School of Management, Yale University - 2004
This paper conducts a general analysis of the conditions under which consistent estimation can be achieved in instrumental variables regression when the available instruments are weak in the local-to-zero sense. More precisely, the approach adopted in this paper combines key features of the...
Persistent link: https://www.econbiz.de/10005587193
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Asymptotic Normality of Single-Equation Estimators for the Case with a Large Number of Weak Instruments
Swanson, Norman R.; Chao, John C. - 2003
This paper analyzes conditions under which various single-equation estimators are asymptotically normal in a simultaneous equations framework with many weak instruments. In particular, our paper adds to the many instruments asymptotic normality literature, including papers by Morimune (1983),...
Persistent link: https://www.econbiz.de/10010263213
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Cover Image
Consistent Estimation with a Large Number of Weak Instruments
Chao, John Chao; Swanson, Norman R. - Cowles Foundation for Research in Economics, Yale University - 2003
This paper conducts a general analysis of the conditions under which consistent estimation can be achieved in instrumental variables regression when the available instruments are weak in the local-to-zero sense. More precisely, the approach adopted in this paper combines key features of the...
Persistent link: https://www.econbiz.de/10005762818
Saved in:
Cover Image
Consistent Estimation with a Large Number of Weak Instruments
Chao, John; Swanson, Norman - Department of Economics, Rutgers University-New Brunswick - 2004
This paper analyzes the conditions under which consistent estimation can be achieved in instrumental Variables (IV) regression when the available instruments are weak, in the local-to-zero sense of Staiger and Stock (1997) and using the many-instrument framework of Morimune (1983) and Bekker...
Persistent link: https://www.econbiz.de/10005260563
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Cover Image
Some Results on the Asymptotic Normality of k-Class Estimators in the Case of Many Weak Instruments
Swanson, Norman R.; Chao, John C. - Econometric Society - 2004
This paper analyzes conditions under which various k-class estimators are asymptotically normal in a simultaneous equations framework with many weak instruments. In particular, our paper extends the many instruments asymptotic normality results obtained by Morimune (1983), Bekker (1994), Angrist...
Persistent link: https://www.econbiz.de/10005329031
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Cover Image
Asymptotic Normality of Single-Equation Estimators for the Case with a Large Number of Weak Instruments
Chao, John C.; Swanson, Norman R. - Department of Economics, Rutgers University-New Brunswick - 2003
This paper analyzes conditions under which various single-equation estimators are asymptotically normal in a simultaneous equations framework with many weak instruments. In particular, our paper adds to the many instruments asymptotic normality literature, including papers by Morimune (1983),...
Persistent link: https://www.econbiz.de/10005839103
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