Reduced forms and weak instrumentation
This paper develops exact finite sample and asymptotic distributions for a class of reduced form estimators and predictors, allowing for the presence of unidentified or weakly identified structural equations. Weak instrument asymptotic theory is developed directly from finite sample results, unifyin...
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2017
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| Online Access: | https://ink.library.smu.edu.sg/soe_research/2051 https://ink.library.smu.edu.sg/context/soe_research/article/3050/viewcontent/Reduced_forms_and_weak_instrumentation.pdf |
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| Institution: | Singapore Management University |
| Language: | English |