Cross-sectional averaging and instrumental variable estimation with many weak instruments

George Kapetanios; Massimiliano Marcellino

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Cross-sectional averaging and instrumental variable estimation with many weak instruments

机译：许多弱仪器的横截面平均和仪器变量估计

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摘要

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.

机译：本文提出了一种使用多种仪器进行IV估计的新方法。我们的建议是对工具进行横截面平均，然后将这些平均值用作工具。我们提供了这种方法的理论分析和蒙特卡洛分析。

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来源
《Economics letters》 |2010年第1期|P.36-39|共4页
作者
George Kapetanios; Massimiliano Marcellino;
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作者单位

Department of Economics, Queen Mary, University of London, Mile End Rd., E1 4NS, London;

EUI-Department of Economics, Bocconi University, Via della Piazzuola 43, 50133, Milano, Italy;

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原文格式 PDF
正文语种 eng
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关键词
instrumental variable estimation; 2SLS; cross-sectional average;

机译：工具变量估计;2SLS;横截面平均值;
入库时间 2022-08-17 23:11:03

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7. Cross-sectional averaging and instrumental variable estimation with many weak instruments [O] . Kapetanios, George, Marcellino, Massimiliano 2008

机译：具有许多弱仪器的横截面平均和仪器变量估计

Cross-sectional averaging and instrumental variable estimation with many weak instruments

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