The asymptotic distribution of Nagar's bias-adjusted TSLS estimator under partial identification

Giovanni Forchini

Economics Letters, 2009, vol. 105, issue 1, pages 49-52

Abstract: The asymptotic distribution of the Nagar bias-adjusted two-stage-least-squares estimator is studied under the assumption of partial identification when the number of instruments increases at the same rate as the sample size and the errors are normally distributed.

Keywords: Linear; structural; equations; Nagar; bias-adjusted; two-stage-least-squares; estimator; Large; number; of; instruments (search for similar items in EconPapers)
Date: 2009

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Persistent link: http://EconPapers.repec.org/RePEc:eee:ecolet:v:105:y:2009:i:1:p:49-52

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