An asymptotic variance inequality for instrumental variable estimators signaling proportional bias increases

被引：0

作者：

Kim, Yun-Yeong ^{[1
]}

机构：

[1] Dankook Univ, Dept Int Trade, Yongin 448701, South Korea

来源：

ECONOMICS LETTERS | 2011年 / 112卷 / 01期

关键词：

IV estimator; Asymptotic variance; Bias;

D O I：

10.1016/j.econlet.2011.03.001

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

An asymptotic variance inequality for instrumental variable (IV) estimators is proposed, which suggests a critical variance that signals proportional increases in the bias of IV estimators through the augmentation of a set of instruments. (C) 2011 Elsevier B.V. All rights reserved.

引用

页码：53 / 55

页数：3