Contemporaneous and long run canonical correlations in the linear IV model: implications for instrument selection (Q1046261)
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scientific article; zbMATH DE number 5650954
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| English | Contemporaneous and long run canonical correlations in the linear IV model: implications for instrument selection |
scientific article; zbMATH DE number 5650954 |
Statements
Contemporaneous and long run canonical correlations in the linear IV model: implications for instrument selection (English)
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21 December 2009
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contemporaneous canonical correlations
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long run canonical correlations
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instrument selection
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two-stage least squares
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0.8629725
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0.82257605
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0.8223835
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0.82033813
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