An asymptotic variance inequality for instrumental variable estimators signaling proportional bias increases

Yun-Yeong Kim

Economics Letters, 2011, vol. 112, issue 1, 53-55

Abstract: An asymptotic variance inequality for instrumental variable (IV) estimators is proposed, which suggests a critical variance that signals proportional increases in the bias of IV estimators through the augmentation of a set of instruments.

Keywords: IV; estimator; Asymptotic; variance; Bias (search for similar items in EconPapers)
Date: 2011
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:112:y:2011:i:1:p:53-55

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