Approximating the Distribution of the Instrumental Variables Estimator when the Concentration Parameter is Small

Poskitta, D.S. and Skeels, C.L. (2007) Approximating the Distribution of the Instrumental Variables Estimator when the Concentration Parameter is Small. Journal of Econometrics, 139 (1). pp. 217-236. ISSN 0304-4076

Abstract

Metadata

Authors/Creators:
  • Poskitta, D.S.
  • Skeels, C.L.
Keywords: Concentration parameter; IV estimator; Two-stage least squares; Simultaneous equations model; t approximation; Weak instruments
Institution: The University of York
Academic Units: The University of York > Economics and Related Studies (York)
Depositing User: York RAE Import
Date Deposited: 29 May 2009 10:04
Last Modified: 29 May 2009 10:04
Published Version: http://dx.doi.org/10.1016/j.jeconom.2006.06.011
Status: Published
Publisher: Elsevier Science B.V., Amsterdam.
Identification Number: 10.1016/j.jeconom.2006.06.011

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