Split Sample Instrumental Variables
收藏NBER1995-06-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/t0150
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资源简介：
Instrumental Variables (IV) estimates tend to be biased in the same direction as Ordinary Least Squares (OLS) in finite samples if the instruments are weak. To address this problem we propose a new IV estimator which we call Split Sample Instrumental Variables (SSIV). SSIV works as follows: we
提供机构：
美国国家经济研究局
创建时间：
1995-06-01
