A MONTE CARLO COMPARISON OF VARIOUS ASYMPTOTIC APPROXIMATIONS TO THE DISTRIBUTION OF INSTRUMENTAL VARIABLES ESTIMATORS
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Publication:4443965
DOI10.1081/ETC-120015786zbMath1034.62007OpenAlexW2087469807MaRDI QIDQ4443965
Publication date: 22 March 2004
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1081/etc-120015786
Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Monte Carlo methods (65C05)
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Cites Work
- Asymptotic expansions for general statistical models. With the assist. of W. Wefelmeyer
- Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator
- On the Exact Small Sample Distribution of the Instrumental Variable Estimator
- Alternative Approximations to the Distributions of Instrumental Variable Estimators
- Instrumental Variables Regression with Weak Instruments
- Some Impossibility Theorems in Econometrics With Applications to Structural and Dynamic Models
- Inference on Structural Parameters in Instrumental Variables Regression with Weak Instruments
- Judging Instrument Relevance in Instrumental Variables Estimation
- A New Specification Test for the Validity of Instrumental Variables
- Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
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