Consistent Estimation with Weak Instruments in Panel Data

Author(s)/Creator(s)

Chihwa Kao, Syracuse University
Long Liu, Syracuse University

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.

Document Type

Working Paper

Date

2007

Keywords

Weak instrument, Two stage least squares, Panel data, Concentration parameter.

Language

English

Series

Working Papers Series

Disciplines

Mathematics

Additional Information

Harvest from RePEc at http://repec.org

Recommended Citation

Kao, Chihwa and Liu, Long, "Consistent Estimation with Weak Instruments in Panel Data" (2007). Center for Policy Research. 70.
https://surface.syr.edu/cpr/70

Source

Metadata from RePEc

Creative Commons License

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