The asymptotic distribution of the instrumental variable estimators when the instruments are not correlated with the regressors

DOI10.1016/S0165-1765(01)00520-1zbMath0990.62014OpenAlexW2078335226WikidataQ127678958 ScholiaQ127678958MaRDI QIDQ5958368

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Publication date: 3 March 2002

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

Full work available at URL: https://doi.org/10.1016/s0165-1765(01)00520-1

zbMATH Keywords

instrumental variablesweak instrumentsirrelevant instruments

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20)

Cites Work

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• The Exact Distribution of Instrumental Variable Estimators in an Equation Containing n + 1 Endogenous Variables
• Instrumental Variables Regression with Weak Instruments
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples

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