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.
- Language
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Englisch
- Bibliographic citation
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Series: Tinbergen Institute Discussion Paper ; No. 11-088/4
- Classification
-
Wirtschaft
- Subject
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bias
instrumental variables
weak instruments
- Event
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Geistige Schöpfung
- (who)
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Bun, Maurice J.G.
Windmeijer, Frank
- Event
-
Veröffentlichung
- (who)
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Tinbergen Institute
- (where)
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Amsterdam and Rotterdam
- (when)
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2011
- Handle
- Last update
-
10.03.2025, 11:45 AM CET
Data provider
This object is provided by:
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ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Bun, Maurice J.G.
- Windmeijer, Frank
- Tinbergen Institute
Time of origin
- 2011
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