Instrumental-Variable Estimation of an Error-Components Model (Q3028181)
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scientific article; zbMATH DE number 4016007
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| English | Instrumental-Variable Estimation of an Error-Components Model |
scientific article; zbMATH DE number 4016007 |
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Instrumental-Variable Estimation of an Error-Components Model (English)
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1986
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simultaneous equations
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instrumental-variable estimators
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error- components-model
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Endogenous variables across equations
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disturbance
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variance-covariance restrictions
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optimal choice of instrumental variables
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asymptotic efficiency
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panel data
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0.9604904
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0.9370558
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0.93325186
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