An asymptotic variance inequality for instrumental variable estimators signaling proportional bias increases

DOI10.1016/J.ECONLET.2011.03.001zbMath1217.62208OpenAlexW2010855961MaRDI QIDQ553877

Yun-Yeong Kim

Publication date: 28 July 2011

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2011.03.001

zbMATH Keywords

asymptotic variancebiasIV estimator

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inequalities; stochastic orderings (60E15)

Cites Work

• The Exact Distribution of Instrumental Variable Estimators in an Equation Containing n + 1 Endogenous Variables
• The Bias of Instrumental Variable Estimators

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