A monte carlo comparison of various asymptotic approximations to the distribution of instrumental variables estimators

Econometric Reviews

Volumn 21, Issue 3, 2002, Pages 309-336

  Hahn, Jinyong ^a   Inoue, Atsushi ^b  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b NORTH CAROLINA STATE UNIVERSITY   (United States)

Author keywords

JEL Classification: C31; Many instruments; Weak instruments

Indexed keywords

EID: 27744545062     PISSN: 07474938     EISSN: 15324168     Source Type: Journal    
DOI: 10.1081/ETC-120015786     Document Type: Article

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