Document Type

Working Paper

Date

2007

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.

Additional Information

Harvest from RePEc at http://repec.org

Source

Metadata from RePEc

Creative Commons License

Creative Commons Attribution 3.0 License
This work is licensed under a Creative Commons Attribution 3.0 License.

Included in

Mathematics Commons

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