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The asymptotic distribution of Nagar's bias-adjusted TSLS estimator under partial identification

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Author Info
Forchini, Giovanni
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.

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File URL: http://www.sciencedirect.com/science/article/B6V84-4WB3N7W-4/2/545efbfab80644c502ee17d7cb89940a
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Publisher Info
Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 105 (2009)
Issue (Month): 1 (October)
Pages: 49-52
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Handle: RePEc:eee:ecolet:v:105:y:2009:i:1:p:49-52

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Related research
Keywords: Linear structural equations Nagar bias-adjusted two-stage-least-squares estimator Large number of instruments;

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This page was last updated on 2009-12-12.

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