Arbeitspapier
A Comparison of Bias Approximations for the 2SLS Estimator
We consider the bias of the 2SLS estimator in the linear instrumental variables regression with one endogenous regressor only. By using asymptotic expansion techniques we approximate 2SLS coefficient estimation bias under various scenarios regarding the number and strength of instruments.
- Sprache
-
Englisch
- Erschienen in
-
Series: Tinbergen Institute Discussion Paper ; No. 11-088/4
- Klassifikation
-
Wirtschaft
- Thema
-
bias
instrumental variables
weak instruments
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Bun, Maurice J.G.
Windmeijer, Frank
- Ereignis
-
Veröffentlichung
- (wer)
-
Tinbergen Institute
- (wo)
-
Amsterdam and Rotterdam
- (wann)
-
2011
- Handle
- Letzte Aktualisierung
- 10.03.2025, 11:45 MEZ
Datenpartner
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ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Bun, Maurice J.G.
- Windmeijer, Frank
- Tinbergen Institute
Entstanden
- 2011
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