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

Economics Letters

Volumn 108, Issue 1, 2010, Pages 36-39

  Kapetanios, George ^a   Marcellino, Massimiliano ^b  

^a QUEEN MARY UNIVERSITY OF LONDON   (United Kingdom)

^b BOCCONI UNIVERSITY   (Italy)

Author keywords

2SLS; Cross sectional average; Instrumental variable estimation

Indexed keywords

EID: 77953359222     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econlet.2010.03.013     Document Type: Article

References (19)

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