An asymptotic variance inequality for instrumental variable estimators signaling proportional bias increases
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- Phillips, P C B, 1980. "The Exact Distribution of Instrumental Variable Estimators in an Equation Containing n + 1 Endogenous Variables," Econometrica, Econometric Society, vol. 48(4), pages 861-878, May.
- Buse, A, 1992. "The Bias of Instrumental Variable Estimators," Econometrica, Econometric Society, vol. 60(1), pages 173-180, January.
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Keywords
IV estimator Asymptotic variance Bias;Statistics
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