منابع مشابه
Credible Two-Stage Least Squares Inference With Possibly-Flawed Instruments
Two-stage least squares (2SLS) is commonly used to obtain consistent structural parameter inferences and asymptotically-valid inference results where one or more explanatory variables is – due to endogeneity, measurement error, etc.– correlated with the model error term. But the validity of 2SLS rests on an assumption that each of the instruments used is itself is unflawed – i.e., uncorrelated ...
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ژورنال
عنوان ژورنال: The Econometrics Journal
سال: 2019
ISSN: 1368-4221,1368-423X
DOI: 10.1111/ectj.12115