The asymptotic distribution of Nagar's bias-adjusted TSLS estimator under partial identification

C-Tier
Journal: Economics Letters
Year: 2009
Volume: 105
Issue: 1
Pages: 49-52

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

The asymptotic distribution of the Nagar bias-adjusted two-stage-least-squares estimator is studied under the assumption of partial identification when the number of instruments increases at the same rate as the sample size and the errors are normally distributed.

Technical Details

RePEc Handle
repec:eee:ecolet:v:105:y:2009:i:1:p:49-52
Journal Field
General
Author Count
1
Added to Database
2026-01-25