- A comparison of bias approximations for the 2SLS estimator
- Number of pages
- Amsterdam: Amsterdam School of Economics, Department of Quantitative Economics
- UvA-Econometrics discussion paper
- Volume | Edition (Serie)
- Document type
- Working paper
- Faculty of Economics and Business (FEB)
- Amsterdam School of Economics Research Institute (ASE-RI)
- We consider the bias of the 2SLS estimator in the linear instrumental variables regression with one endogenous regressor only. By using asymptotic expansion techniques we approximate 2SLS coefficient estimation bias under various scenarios regarding the number and strength of instruments.
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