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Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction

John Chao () and Norman Swanson ()

Journal of Econometrics, 2007, vol. 137, issue 2, 515-555

Date: 2007
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Citations: View citations in EconPapers (17)

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Related works:
Working Paper: Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification with an Application to Bias Correction (2004) Downloads
Working Paper: Alternative Approximations of the Bias and MSE of the IV Estimator under Weak Identification with an Application to Bias Correction (2003) Downloads
Working Paper: Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification With an Application to Bias Correction (2003) Downloads
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Journal of Econometrics is currently edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao and P. M. Robinson

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