Title of article
Discontinuities of weak instrument limiting distributions
Author/Authors
Jinyong Hahn، نويسنده , , Guido Kuersteiner، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2002
Pages
7
From page
325
To page
331
Abstract
We consider two stage least squares (2SLS) estimators of a simple simultaneous equations model when identification fails asymptotically. We investigate how the limiting distribution of the estimator changes as we vary our parametrization to allow for increasing degrees of non-identification.
Keywords
weak instruments , Two stage least squares , Near non-identification
Journal title
Economics Letters
Serial Year
2002
Journal title
Economics Letters
Record number
434939
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