A MONTE CARLO COMPARISON OF VARIOUS ASYMPTOTIC APPROXIMATIONS TO THE DISTRIBUTION OF INSTRUMENTAL VARIABLES ESTIMATORS

By Jinyong Hahn, A. Inoue. 2002

51 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/96f8edd1d6ee779e7ea098b6968c217779462204

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Christian Hansen
2. Whitney K. Newey
3. Michael J. Kolesar
4. Jerry A. Hausman
5. Victor Chernozhukov
6. Norman R. Swanson
7. John C. Chao
8. Guido W. Imbens

In Management Science and Operations Research

1. Whitney K. Newey
2. J. V. D. Ploeg
3. P. Bekker
4. Christian Hansen
5. Jerry A. Hausman
6. John C. Chao
7. Norman R. Swanson
8. Valentina Corradi

Citations in the corpus

• Estimation With Many Instrumental Variables (2006, methodology): “FULL and performs quite well in our simulations, as in those of Hahn and Inoue (2002) .”
• Instrumental variable estimation based on grouped data (2005, methodology): “HAHN and HAUSMAN (2001) and HAHN and INOUE (1999) discuss these matters in detail for an illustrative simple model.”
• Consistent Estimation with a Large Number of Weak Instruments (2005, background): “9See also Hahn and Kuersteiner (2002) for a related discussion with respect to the 2SLS estimator.”