Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small

Don Poskitt, Christopher Lachlan Skeels

Research output: Contribution to journal › Article › Research › peer-review

Cite this

@article{520cd29d4578438aa311f1923d9dab78,

title = "Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small",

author = "Don Poskitt and Skeels, {Christopher Lachlan}",

year = "2007",

language = "English",

volume = "139",

pages = "217 -- 236",

journal = "Journal of Econometrics",

issn = "0304-4076",

publisher = "Elsevier",

number = "1",

}