dc.contributor.author | KAPETANIOS, George | |
dc.contributor.author | MARCELLINO, Massimiliano | |
dc.date.accessioned | 2011-02-25T16:01:45Z | |
dc.date.available | 2011-02-25T16:01:45Z | |
dc.date.issued | 2010 | |
dc.identifier.citation | Economics Letters, 2010, 108, 1, 36-39 | en |
dc.identifier.uri | https://hdl.handle.net/1814/15820 | |
dc.description.abstract | The present paper suggests a new way to carry out IV estimation with many instruments. Our suggestion is to cross-sectionally average the instruments and use these averages as instruments. We provide a theoretical and Monte Carlo analysis of this approach. | en |
dc.language.iso | en | en |
dc.relation.ispartof | Economics Letters | en |
dc.title | Cross-sectional Averaging and Instrumental Variable Estimation with Many Weak Instruments | en |
dc.type | Article | en |
dc.neeo.contributor | KAPETANIOS|George|aut| | |
dc.neeo.contributor | MARCELLINO|Massimiliano|aut|EUI70008 | |
dc.identifier.volume | 108 | en |
dc.identifier.startpage | 36 | en |
dc.identifier.endpage | 39 | en |