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Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small - MaRDI portal

Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small (Q280242)

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scientific article; zbMATH DE number 6578077
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English
Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small
scientific article; zbMATH DE number 6578077

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    Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small (English)
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    9 May 2016
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    concentration parameter
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    IV estimator
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    two-stage least squares
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    simultaneous equations model
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    \(t\) approximation
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    weak instruments
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