Resource title

Asymptotic Normality of Single-Equation Estimators for the Case with a Large Number of Weak Instruments

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Resource description

This paper analyzes conditions under which various single-equation estimators are asymptotically normal in a simultaneous equations framework with many weak instruments. In particular, our paper adds to the many instruments asymptotic normality literature, including papers by Morimune (1983), Bekker (1994), Angrist and Krueger (1995), Donald and Newey (2001), Hahn, Hausman, and Kuersteiner (2001), and Stock and Yogo (2003).

Resource author

Norman R. Swanson, John C. Chao

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Resource publish date

Resource language

eng

Resource content type

text/html

Resource resource URL

http://hdl.handle.net/10419/23169

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Adapt according to the presented license agreement and reference the original author.