General instrumental variables estimation under stochastic linear restrictions

DOI10.1016/0165-1765(82)90065-9zbMATH Open1268.91139OpenAlexW1984248336MaRDI QIDQ356641FDOQ356641

Authors: David E. Giles 

Publication date: 26 July 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(82)90065-9

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Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Cites Work

• Title not available (Why is that?)
• On the Use of Incomplete Prior Information in Regression Analysis
• Title not available (Why is that?)
• The Bias and Moment Matrix of a Mixed Regression Estimator

Cited In (13)

• Choosing instrumental variables in conditional moment restriction models
• Estimation of regression coefficients in a restricted measurement error model using instrumental variables
• On the equivalence of instrumental variables estimators for linear models
• Exclusion restrictions in instrumental variables equations
• Stochastic response restrictions
• On estimation and testing when explanatory variables are partly endogenous
• Title not available (Why is that?)
• Generalized Instrumental Variable Models
• THE FORM OF THE OPTIMAL NONLINEAR INSTRUMENT FOR MULTIPERIOD CONDITIONAL MOMENT RESTRICTIONS
• On the equivalence of pooled and mixed estimation
• Genericity of the completeness condition with constrained instruments
• A note on prior information in regression
• A note on the mixed instrumental variables estimator in a stochastic regressors model: some small sample properties

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