On the behavior of inconsistent instrumental variable estimators

DOI10.1016/0304-4076(82)90001-XzbMath0503.62095OpenAlexW2027141508MaRDI QIDQ1173369

Esfandiar Maasoumi, Peter C. B. Phillips

Publication date: 1982

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(82)90001-x

zbMATH Keywords

corrections toZbl 0445.62116inconsistent instrumental variable estimatorsmisspecified dynamic systemsresponse surface regressions

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05)

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