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

DOI10.1016/j.jeconom.2006.06.011zbMath1418.62532OpenAlexW1964292533MaRDI QIDQ280242

D. S. Poskitt, Christopher L. Skeels

Publication date: 9 May 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2006.06.011

zbMATH Keywords

weak instrumentstwo-stage least squares\(t\) approximationconcentration parameterIV estimatorsimultaneous equations model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05)

Related Items (1)

Conceptual frameworks and experimental design in simultaneous equations

Cites Work

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