Article ID Journal Published Year Pages File Type
5061473 Economics Letters 2009 4 Pages PDF
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.
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Preview
The asymptotic distribution of Nagar's bias-adjusted TSLS estimator under partial identification
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