On the limiting and empirical distribution of IV estimators when some of the instruments are invalid

Open Access
Authors
Publication date 2006
Series UvA-Econometrics Working Paper, 2006/02
Number of pages 36
Publisher Amsterdam: Faculteit Economie en Bedrijfskunde
Organisations
  • Faculty of Economics and Business (FEB) - Amsterdam School of Economics Research Institute (ASE-RI)
Abstract
-- Further illustrations for

Section 3.1 --
Densities (10,000 repl.), instrument strength 0.7 (-0.025) 0.025: <a href="http://aimsrv1.fee.uva.nl/koen/attachme.nsf/view/0C405ACD65D0CFEAC125763200616A26/$file/KN06a31densityn25.swf"target=_blank">n=25</a> n=100
Densities (20,000 repl.), instrument strength 0.2 (-0.005) 0.005: n=25 n=100
Figure 1.5 animated (2,000 repl.), n=20,...,500
Figure 1.6 animated (2,000 repl.), n=20,...,500
-- Further illustrations for Section 3.2 --
Densities (10,000 repl.), instrument strength 0.7 (-0.025) 0.025: n=25 n=100
Densities (20,000 repl.), instrument strength 0.2 (-0.005) 0.005: n=25 n=100
Figure 2.5 animated (2,000 repl.), n=20,...,500
Figure 2.6 animated (2,000 repl.), n=20,...,500
Document type Working paper
Published at http://aimsrv1.fee.uva.nl/koen/web.nsf/view/EB445FE1F7880780C12571A90036B746/$file/0602.pdf
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