Finite Sample Properties of Instrumental Variable Estimators of Structural Coefficients
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Publication:4124174
DOI10.2307/1911223zbMath0353.62075OpenAlexW2003411098MaRDI QIDQ4124174
Publication date: 1977
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1911223
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Related Items (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
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