Judging Instrument Relevance in Instrumental Variables Estimation (Q4889511)

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scientific article; zbMATH DE number 916023
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Judging Instrument Relevance in Instrumental Variables Estimation
scientific article; zbMATH DE number 916023

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    Judging Instrument Relevance in Instrumental Variables Estimation (English)
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    9 January 1997
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    instrumental variables estimation
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    finite-sample performance
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    canonical correlations
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    general multiple-instrument-multiple-regressor case
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    simulation results
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