Finite Sample Properties of Instrumental Variable Estimators of Structural Coefficients

DOI10.2307/1911223zbMATH Open0353.62075OpenAlexW2003411098MaRDI QIDQ4124174FDOQ4124174

Authors: Roberto S. Mariano 

Publication date: 1977

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1911223

Mathematics Subject Classification ID

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

Cited In (3)

• Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small
• Some small-sample properties of instrumental-variables estimators of block triangular models
• A comparison of estimators for undersized samples

This page was built for publication: Finite Sample Properties of Instrumental Variable Estimators of Structural Coefficients

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4124174)