Andrews, D. W. K. and J. H. Stock (2006), Inference with Weak Instruments, in Advances in Economics and Econometrics, Theory and Applications: Ninth World Congress of the Econometric Society, Vol III., ed. by R. Blundell, W. K. Newey, and T. Persson. Cambridge, UK: Cambridge University Press.
- Angrist, J. D., and A. B. Krueger (1991), Does Compulsory School Attendance Aect Schooling and Earnings, Quarterly Journal of Economics 106, 979-1014.
Paper not yet in RePEc: Add citation now
Baum, C., M. Schaer and S. Stillman (2008), IVREG2: Stata module for extended instrumental variables/2SLS and GMM estimation, Software component provided by Boston College Department of Economics in its series Statistical Software Components with number S425401.
Bekker, P. A. (1994), Alternative Approximations to the Distributions of Instrumental Variable Estimators, Econometrica 63, 657-681.
Blomquist, S. and M. Dahlberg (1999), Small Sample Properties of LIML and Jackknife IV estimators: Experiments with Weak Instruments, Journal of Applied Econometrics 14, 69-88.
Bollerslev, T. (1986), Generalized Autoregressive Conditional Heteroscedasticity, Journal of Econometrics 31, 307-327.
- Campbell, J. Y. and N. G. Mankiw (1990), Permanent Income, Current Income and Comsumption, Journal of Business and Economic Statistics 8, 265-279.
Paper not yet in RePEc: Add citation now
Caner, M. (2007), Testing, Estimation and Higher Order Expansions in GMM with Nearly-Weak Instruments, Working Paper.
Chao, J. and N. R. Swanson (2007), Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identi...cation with Application to Bias Correction, Journal of Econometrics 137, 2, 515-555.
Davidson, R. and J. G. MacKinnon (2006), The Case Against JIVE, Journal of Applied Econometrics 21, 827-833.
Fuller, W. A. (1977), Some Properties of a Modi...cation of the Limited Information Estimator, Econometrica 45, 939-954.
- Hahn J. and J. A. Hausman (2002a), A New Speci...cation Test for the Validity of Instrumental Variables, Econometrica 70, 163-189.
Paper not yet in RePEc: Add citation now
Hahn J. and J. A. Hausman (2002b), Notes on Bias in Estimators for Simultaneous Equation Models, Economics Letters 75, 2, 237-41.
Hahn J. and J. A. Hausman (2003), Weak Instruments: Diagnosis and Cures in Empirical Econometrics, American Economic Review, 93, 2, 118-125.
Hahn J., J. A. Hausman and G. Kuersteiner (2004), Estimation with weak instruments: Accuracy of higher-order bias and MSE approximations, Econometrics Journal 7, 1, 272-306.
- Hale, C., R. S. Mariano and J. G. Ramage (1980), Finite Sample Analysis of Misspeci...cation in Simultaneous Equation Models, Journal of the American Statistical Association 75, 370, 418-427.
Paper not yet in RePEc: Add citation now
Hansen, C., J. Hausman and W. Newey (2008), Estimation with Many Instrumental Variables, Journal of Business and Economic Statistics 26, 4, 398-422.
- Hausman, J. A. (1983), Speci...cation and Estimation of Simultaneous Equation Models in Griliches, Zvi and Intriligator, Michael, eds., Handbook of Econometrics, Volume 1, Amsterdam: North Holland.
Paper not yet in RePEc: Add citation now
Ip, C. W. and G. D. A. Phillips (1998), The Non-Monotonicity of the Bias and Mean Squared Error of the Two Stage Least Squares Estimators of Exogenous Variable Coe cients, Economics Letters 60, 3, 8303-310.
Kinal, T. W. (1980), The Existence of Moments of k Class Estimators, Econometrica 48, 1, 241-250.
Kiviet J.F. and G.D.A. Phillips (1996), The Bias of the Oridinary Least Squares Estimator in Simultaneous Equation Models, Economics Letters 53, 161-167.
Mariano, R. (1972), The Existence of Moments of the Ordinary Least Squares and Two-Stage Least Squares Estimators, Econometrica 40, 4, 643-652.
- Mikhail W. M. (1972), The Bias of the Two-Stage Least Squares Estimator, Journal of the American Statistical Association 67, 625-627.
Paper not yet in RePEc: Add citation now
- Nagar, A. L. (1959), The Bias and Moment Matrix of the General k-class Estimators of the Parameters in Simultaneous Equations, Econometrica 27, 575-95.
Paper not yet in RePEc: Add citation now
Nelson, C. R. and R. Startz, (1990a), The Distribution of the Instrumental Variables Estimator and its T-ratio when Instruments is a Poor One, Journal of Business 63, 125-140.
Nelson, C. R. and R. Startz, (1990b), Some Further Results on the Exact Small Sample Properties of the Instrumental Variables Estimator, Econometrica 58, 967-976.
Owen, A. D. (1976), A proof that both the Bias and the Mean Square Error of the Two Stages Least Squares Estimator are Monotonically Non-increasing Functions of Sample Size, Econometrica 44, 2, 409-411.
- Phillips, G. D. A. (1997), An Alternative Approach to Obtaining Nagar-Type Moment Approximations in Simultaneous Equation Models, University of Exeter Discussion Paper.
Paper not yet in RePEc: Add citation now
Phillips, G. D. A. (2000), An Alternative Approach to Obtaining Nagar-Type moment Approximations in Simultaneous Equation models, Journal of Econometrics 97, 2, 345-364.
- Phillips, G. D. A. (2007), Nagar-type Moment Approximations in Simultaneous Equation Models: Some Further Results. In G.D.A. Phillips and E. Tzavalis (Eds.), The Re...nement of Econometric Estimation and Test Procedures: Finite Sample and Asymptotic Analysis. Cambridge: Cambridge University Press.
Paper not yet in RePEc: Add citation now
Phillips, P. C. B., (1980), The exact distribution of instrumental variable estimators in an equation containing n +1 endogenous variables. Econometrica 48, 861878.
- Rothenberg, T. (1983), Asymptotic Properties of Some Estimators in Structural Models, in S. Karlin, T. Amemiya and L. Goodman, eds., Studies in Econometrics, Time Series and Multivariate Statistics, Academic Press.
Paper not yet in RePEc: Add citation now
Sargan, J. D. (1974), The Validity of Nagar's Expansion for the Moments of Econometric Estimators, Econometrica 42, 169-176.
Sawa, T. (1972), Finite Sample Properties of the k-class estimators, Econometrica 40, 653-680.
- Slater, L. J. (1960), Conuent Hypergeometric Functions, Cambridge University Press, London.
Paper not yet in RePEc: Add citation now
Staiger, D. and J. H. Stock (1997), Instrumental Variables Regressions with Weak Instruments, Econometrica 65, 557-586.
Stock, J. H., J. H. Wright and M. Yogo (2002), A Survey of Weak Instruments and Weak Identi...cation in Generalized Method of Moments, Journal of Business and Economic Statistics 20, 4, 518-529.
Ullah, A. (2004), Finite Sample Econometrics, Oxford University Press.
- Wooldridge, Jerey M. (2008), Introductory Econometrics: A Modern Approach, 4th Edition, South-Western College.
Paper not yet in RePEc: Add citation now