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Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction - MaRDI portal

Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction (Q276930)

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scientific article; zbMATH DE number 6577368
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Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction
scientific article; zbMATH DE number 6577368

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    Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction (English)
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    4 May 2016
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    confluent hypergeometric function
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    Laplace approximation
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    local-to-zero asymptotics
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    weak instruments
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