The Distribution of the Instrumental Variables Estimator and Its t-RatioWhen the Instrument is a Poor One
收藏NBER1988-09-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/t0069
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资源简介：
When the instrumental variable is a poor one, in the sense of being weakly correlated with the variable it proxies, the small sample distribution of the IV estimator is concentrated around a value that is inversely related to the feedback in the system and which is often further from the true value
提供机构：
美国国家经济研究局
创建时间：
1988-09-01
