Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/87279
Authors: 
Bun, Maurice J.G.
Windmeijer, Frank
Year of Publication: 
2011
Series/Report no.: 
Tinbergen Institute Discussion Paper 11-088/4
Abstract: 
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.
Subjects: 
bias
instrumental variables
weak instruments
JEL: 
C3
Document Type: 
Working Paper

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