An asymptotic variance inequality for instrumental variable estimators signaling proportional bias increases
AbstractAn asymptotic variance inequality for instrumental variable (IV) estimators is proposed, which suggests a critical variance that signals proportional increases in the bias of IV estimators through the augmentation of a set of instruments.
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 112 (2011)
Issue (Month): 1 (July)
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Web page: http://www.elsevier.com/locate/ecolet
IV estimator Asymptotic variance Bias;
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- Buse, A, 1992. "The Bias of Instrumental Variable Estimators," Econometrica, Econometric Society, vol. 60(1), pages 173-80, January.
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