On the Limiting and Empirical Distributions of IV Estimators When Some of the Instruments are Actually Endogenous

DOI10.1108/S0731-905320140000033013zbMath1453.62379MaRDI QIDQ5133516

Jerzy Niemczyk, Jan F. Kiviet

Publication date: 10 November 2020

Published in: Essays in Honor of Peter C. B. Phillips (Search for Journal in Brave)

zbMATH Keywords

empirical densityweak instrumentsinconsistent estimatorsinvalid instruments(un)conditional asymptotic distributioninstrumental variables (IV)

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic distribution theory in statistics (62E20)

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