کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1152238 | 958275 | 2012 | 6 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Reducing asymptotic bias of weak instrumental estimation using independently repeated cross-sectional information
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موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آمار و احتمال
پیش نمایش صفحه اول مقاله
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چکیده انگلیسی
In this paper, we consider the instrumental variable estimation (the two-stage least squares estimator and the limited information maximum likelihood estimator) using weak instruments in a repeated measurements or a panel data model. We show that independently repeated cross-sectional data can reduce the asymptotic bias of the instrumental variable estimation when instruments are weakly correlated with endogenous variables. When the number of repeated measurements tends to infinity, we can achieve consistent instrumental variable estimation with weak instruments.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 82, Issue 1, January 2012, Pages 180–185
Journal: Statistics & Probability Letters - Volume 82, Issue 1, January 2012, Pages 180–185
نویسندگان
Zongwu Cai, Ying Fang, Jia Su,