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
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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