On the use of higher order bias approximations for 2SLS and k -class estimators with non-normal disturbances and many instruments
Liu-Evans, Gareth, Phillips, Garry D.A.Language:
english
Journal:
Econometrics and Statistics
DOI:
10.1016/j.ecosta.2017.06.002
Date:
June, 2017
File:
PDF, 875 KB
english, 2017