|
|||||
|
|
The asymptotic distribution of Nagar's bias-adjusted TSLS estimator under partial identification |
|
| Authors: | Giovanni Forchini |
| Affiliation: | aDepartment of Econometrics and Business Statistics, Monash University, Clayton, Victoria 3800, Australia |
| Abstract: | The asymptotic distribution of the Nagar bias-adjusted two-stage-least-squares estimator is studied under the assumption of partial identification when the number of instruments increases at the same rate as the sample size and the errors are normally distributed. |
| Keywords: | Linear structural equations Nagar bias-adjusted two-stage-least-squares estimator Large number of instruments |
| 本文献已被 ScienceDirect 等数据库收录！ | |