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
Link To Document :
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