Estimation with weak instruments: Accuracy of higher‐order bias and MSE approximations
Author:
Affiliation:
1. Department of Economics, UCLA, Los Angeles, USA
2. MIT, Department of Economics, Cambridge, Massachusetts, USA
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics
Link
http://academic.oup.com/ectj/article-pdf/7/1/272/25973579/ectj0272.pdf
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4. The numerical values of some key parameters in econometric models;Anderson;Journal of Econometrics,1983
5. Evaluation of the distribution function of the limited information maximum likelihood estimator;Anderson;Econometrica,1982
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