Consistent Estimation of Scaled Coefficients
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Publication:3765096
DOI10.2307/1914309zbMath0628.62105MaRDI QIDQ3765096
Publication date: 1986
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/1721.1/47098
asymptotic distribution; asymptotic bias; instrumental variables estimator; linear regression; marginal distribution; average derivatives; single index models; limited dependent variable models; score vectors; covariance estimators; multiple index models; behavioral derivatives; explanatory variable distribution; instrumental variables slope coefficient vector; models of selection bias; multinomial discrete choice; sample covariance estimator
62P20: Applications of statistics to economics
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