On the Limiting and Empirical Distributions of IV Estimators When Some of the Instruments are Actually Endogenous
In: Essays in Honor of Peter C. B. Phillips
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DOI: 10.1108/S0731-905320140000033013
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- Jan F. KIVIET & Jerzy NIEMCZYK, 2013. "On the limiting and empirical distributions of IV estimators when some of the instruments are actually endogenous," Economic Growth Centre Working Paper Series 1311, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
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More about this item
Keywords
Empirical density; inconsistent estimators; invalid instruments; (un)conditional asymptotic distribution; weak instruments; C13; C15; C30;All these keywords.
JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General
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