Document Type
Working Paper
Date
2007
Embargo Period
6-28-2012
Keywords
Weak instrument, Two stage least squares, Panel data, Concentration parameter.
Language
English
Disciplines
Mathematics
Description/Abstract
This note analyzes the asymptotic distribution for instrumental variables regression for panel data when the available instruments are weak. We show that consistency can be established in panel data.
Recommended Citation
Kao, Chihwa and Liu, Long, "Consistent Estimation with Weak Instruments in Panel Data" (2007). Center for Policy Research. Paper 70.
http://surface.syr.edu/cpr/70
Source
Metadata from RePEc
Creative Commons License
This work is licensed under a Creative Commons Attribution 3.0 License.
Additional Information
Harvest from RePEc at http://repec.org