| Authors |
|
| Publication date |
2010
|
| Series |
UvA-Econometrics discussion paper, 2010/03
|
| Number of pages |
16
|
| Publisher |
Amsterdam: Amsterdam School of Economics, Department of Quantitative Economics
|
| Organisations |
-
Faculty of Economics and Business (FEB) - Amsterdam School of Economics Research Institute (ASE-RI)
|
| Abstract |
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.
|
| Document type |
Working paper
|
| Language |
English
|
| Published at |
http://aimsrv1.fee.uva.nl/koen/web.nsf/view/3E0462F3AEE707ABC125771C00456A53/$file/1003.pdf
|
|
Permalink to this page
|