tag:blogger.com,1999:blog-6288862798546085706.post5572823448159882248..comments2024-02-08T03:39:11.256-05:00Comments on Econometrics By Simulation: Finite Sample Properties of IV - Weak Instrument BiasFrancishttp://www.blogger.com/profile/16658586705916884436noreply@blogger.comBlogger2125tag:blogger.com,1999:blog-6288862798546085706.post-52095233933502012922013-10-10T18:32:12.056-04:002013-10-10T18:32:12.056-04:00Why do you use -ivreg- instead of -ivregress-?Why do you use -ivreg- instead of -ivregress-?Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-6288862798546085706.post-87257813237853479642013-10-09T06:59:32.329-04:002013-10-09T06:59:32.329-04:00Hi
as somebody who regularly consumes cross-coun...Hi <br /><br />as somebody who regularly consumes cross-country empirical research based on IV regressions with samples of 50-100, I found this quite alarming. But then most of the papers I read will be panel, with T of let's say 50. <br /><br />this question may reveal shocking ignorance, but if the number of observations in a panel (N*T) is say 100 * 50, does that translate into a (very) safe sample size?Luis Enriquehttps://www.blogger.com/profile/09373244720653497312noreply@blogger.com