On the limiting and empirical distribution of IV estimators when some of the instruments are invalid
| Authors | |
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| Publication date | 2006 |
| Series | UvA-Econometrics Working Paper, 2006/02 |
| Number of pages | 36 |
| Publisher | Amsterdam: Faculteit Economie en Bedrijfskunde |
| Organisations |
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| 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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