YET MORE ON THE EXACT PROPERTIES OF IV ESTIMATORS

DOI10.1017/S0266466606060415zbMath1100.62065OpenAlexW2126147724MaRDI QIDQ3408525

Grant Hillier

Publication date: 14 November 2006

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466606060415

zbMATH Keywords

conditional densitymarginal densitydirection estimator

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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