Judging Instrument Relevance in Instrumental Variables Estimation
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Publication:4889511
DOI10.2307/2527324zbMath0853.62092MaRDI QIDQ4889511
Alastair R. Hall, Glenn D. Rudebusch, David W. Wilcox
Publication date: 9 January 1997
Published in: International Economic Review (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2527324
simulation results; canonical correlations; instrumental variables estimation; finite-sample performance; general multiple-instrument-multiple-regressor case
62P20: Applications of statistics to economics
62J05: Linear regression; mixed models
62H20: Measures of association (correlation, canonical correlation, etc.)
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