A note on the mixed instrumental variables estimator in a stochastic regressors model: some small sample properties

DOI10.1016/0165-1765(85)90257-5zbMATH Open1273.91367OpenAlexW1579958761MaRDI QIDQ375075FDOQ375075

Authors: Sumio Kakimoto, Kazuhiro Ohtani 

Publication date: 24 October 2013

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

Full work available at URL: https://doi.org/10.1016/0165-1765(85)90257-5

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Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Sampling theory, sample surveys (62D05) Statistical methods; economic indices and measures (91B82)

Cites Work

• On the Use of Incomplete Prior Information in Regression Analysis
• General instrumental variables estimation under stochastic linear restrictions
• The Bias and Moment Matrix of a Mixed Regression Estimator
• The Finite Sample Distribution of Theil's Mixed Regression Estimator and a Related Problem

Cited In (2)

• Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator
• General instrumental variables estimation under stochastic linear restrictions

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