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dc.contributor.authorBun, Maurice J. G.en
dc.contributor.authorWindmeijer, Franken
dc.date.accessioned2010-08-03-
dc.date.accessioned2012-10-16T13:12:03Z-
dc.date.available2012-10-16T13:12:03Z-
dc.date.issued2010-
dc.identifier.pidoi:10.1920/wp.cem.2010.0710en
dc.identifier.urihttp://hdl.handle.net/10419/64787-
dc.description.abstractWe consider the bias of the 2SLS estimator in the linear instrumental vari-ables 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.The resulting approximation encompasses existing bias approximations, which are valid in particular cases only. Simulations show that the developed approximation gives an accurate description of the 2SLS bias incase of either weak or many instruments or both.en
dc.language.isoengen
dc.publisher|aCentre for Microdata Methods and Practice (cemmap) |cLondonen
dc.relation.ispartofseries|acemmap working paper |xCWP07/10en
dc.subject.jelC13en
dc.subject.jelC31en
dc.subject.ddc330en
dc.subject.keywordinstrumental variablesen
dc.subject.keyword2SLS biasen
dc.subject.keywordweak instrumentsen
dc.subject.stwBiasen
dc.subject.stwInstrumentalvariablen-Schätzmethodeen
dc.titleA comparison of bias approximations for the 2SLS estimator-
dc.typeWorking Paperen
dc.identifier.ppn632182954en
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen
dc.identifier.repecRePEc:ifs:cemmap:07/10en

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