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Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction Author info | Abstract | Publisher info | Download info | Related research | Statistics Chao, John
Swanson, Norman R.
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Article provided by Elsevier in its journal Journal of Econometrics .
Volume (Year): 137 (2007)
Issue (Month): 2 (April)
Pages: 515-555
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Handle: RePEc:eee:econom:v:137:y:2007:i:2:p:515-555Contact details of provider: Web page: http://www.elsevier.com/locate/jeconom
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Paper John Chao & Norman R. Swanson, 2003.
"Alternative Approximations of the Bias and MSE of the IV Estimator under Weak Identification with an Application to Bias Correction ,"
Cowles Foundation Discussion Papers
1418, Cowles Foundation, Yale University.
[Downloadable!] John Chao & Norman Swanson, 2003.
"Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification With an Application to Bias Correction ,"
Departmental Working Papers
200315, Rutgers University, Department of Economics.
[Downloadable!] John C. Chao & Norman Rasmus Swanson, 2004.
"Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification with an Application to Bias Correction ,"
Yale School of Management Working Papers
ysm375, Yale School of Management.
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Forchini, G. & Hillier, G.H., 1999.
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"Bias Corrected Instrumental Variables Estimation for Dynamic Panel Models with Fixed E¤ects ,"
Boston University - Department of Economics - Working Papers Series
WP2005-024, Boston University - Department of Economics.
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Angrist, Joshua D & Krueger, Alan B, 1995.
"Split-Sample Instrumental Variables Estimates of the Return to Schooling ,"
Journal of Business & Economic Statistics ,
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"Some Furthere Results On The Exact Small Sample Properties Of The Instrumental Variable Estimator ,"
Discussion Papers in Economics at the University of Washington
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Nelson, C. & Startz, R., 1988.
"Some Furthere Results On The Exact Small Sample Properties Of The Instrumental Variable Estimator ,"
Working Papers
88-06, University of Washington, Department of Economics.
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"Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator ,"
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"Alternative Approximations to the Distributions of Instrumental Variable Estimators ,"
Econometrica ,
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Jinyong Hahn & Jerry Hausman & Guido Kuersteiner, 2004.
"Estimation with weak instruments: Accuracy of higher-order bias and MSE approximations ,"
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International Economic Review ,
Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 37(2), pages 283-98, May.
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David Neumark & Junfu Zhang & Stephen Ciccarella, 2005.
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11782, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) David Neumark & Junfu Zhang & Stephen Ciccarella, 2007.
"The Effects of Wal-Mart on Local Labor Markets ,"
IZA Discussion Papers
2545, Institute for the Study of Labor (IZA).
[Downloadable!] Neumark, David & Zhang, Junfu & Ciccarella, Stephen, 2008.
"The effects of Wal-Mart on local labor markets ,"
Journal of Urban Economics ,
Elsevier, vol. 63(2), pages 405-430, March.
[Downloadable!] (restricted) Sonia Laszlo, 2005.
"Self-employment earnings and returns to education in rural Peru ,"
The Journal of Development Studies ,
Taylor and Francis Journals, vol. 41(7), pages 1247-1287, October.
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Donald W.K. Andrews & James H. Stock, 2005.
"Inference with Weak Instruments ,"
Cowles Foundation Discussion Papers
1530, Cowles Foundation, Yale University.
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Other versions: Rodrigo Alfaro, 2008.
"Higher Order Properties of the Symmetricallr Normalized Instrumental Variable Estimator ,"
Working Papers Central Bank of Chile
500, Central Bank of Chile.
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