Discontinuities of weak instrument limiting distributions

Economics Letters

Volumn 75, Issue 3, 2002, Pages 325-331

  Hahn, Jinyong ^a   Kuersteiner, Guido ^b  

^a BROWN UNIVERSITY   (United States)

^b MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

Near non identification; Two stage least squares; Weak instruments

Indexed keywords

EID: 0036012240     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1765(01)00622-X     Document Type: Article

References (2)

1. Bias and MSE of the IV Estimator under Weak Identification
2. Instrumental variables regressions with weak instruments