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Volumn 74, Issue 1, 2001, Pages 61-66

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

Author keywords

C1; C3; Instrumental variables; Irrelevant instruments; Weak instruments

Indexed keywords


EID: 0035639662     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1765(01)00520-1     Document Type: Article
Times cited : (8)

References (6)
  • 1
    • 84871768280 scopus 로고
    • Problems with instrumental variables estimation when the correlation between the instruments and the endogenous explanatory variable is weak
    • Bound J., Jaeger D.A., Baker R.M. Problems with instrumental variables estimation when the correlation between the instruments and the endogenous explanatory variable is weak. Journal of the American Statistical Association. 90:1995;443-450.
    • (1995) Journal of the American Statistical Association , vol.90 , pp. 443-450
    • Bound, J.1    Jaeger, D.A.2    Baker, R.M.3
  • 2
    • 0000952005 scopus 로고
    • Distributions of matrix variates and latent roots derived from normal samples
    • James A.T. Distributions of matrix variates and latent roots derived from normal samples. Annals of Mathematical Statistics. 35:1964;475-501.
    • (1964) Annals of Mathematical Statistics , vol.35 , pp. 475-501
    • James, A.T.1
  • 5
    • 0000200220 scopus 로고
    • The exact distribution of instrumental variable estimators in an equation containing n+1 endogenous variables
    • Phillips P.C.B. The exact distribution of instrumental variable estimators in an equation containing n+1 endogenous variables. Econometrica. 48:1980;861-878.
    • (1980) Econometrica , vol.48 , pp. 861-878
    • Phillips, P.C.B.1
  • 6
    • 0346307687 scopus 로고    scopus 로고
    • Instrumental variables regression with weak instruments
    • Staiger D., Stock J.H. Instrumental variables regression with weak instruments. Econometrica. 65:1997;557-586.
    • (1997) Econometrica , vol.65 , pp. 557-586
    • Staiger, D.1    Stock, J.H.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.