Cross-sectional averaging and instrumental variable estimation with many weak instruments

DOI10.1016/J.ECONLET.2010.03.013zbMath1232.91566OpenAlexW2131564962MaRDI QIDQ991338

Massimiliano Marcellino, George Kapetanios

Publication date: 7 September 2010

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

Full work available at URL: http://hdl.handle.net/10419/62879

zbMATH Keywords

2SLSinstrumental variable estimationcross-sectional average

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Related Items (1)

Factor-GMM estimation with large sets of possibly weak instruments

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Discontinuities of weak instrument limiting distributions.
• Factor-GMM estimation with large sets of possibly weak instruments
• Estimation with weak instruments: Accuracy of higher‐order bias and MSE approximations
• Assessing the magnitude of the concentration parameter in a simultaneous equations model
• Approximate Distributions of k-Class Estimators when the Degree of Overidentifiability is Large Compared with the Sample Size
• Alternative Approximations to the Distributions of Instrumental Variable Estimators
• Instrumental Variables Regression with Weak Instruments
• Choosing the Number of Instruments
• Judging Instrument Relevance in Instrumental Variables Estimation
• Consistent Estimation with a Large Number of Weak Instruments

This page was built for publication: Cross-sectional averaging and instrumental variable estimation with many weak instruments