Judging Instrument Relevance in Instrumental Variables Estimation
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Publication:4889511
DOI10.2307/2527324zbMath0853.62092OpenAlexW1528134887MaRDI QIDQ4889511
David W. Wilcox, Glenn D. Rudebusch, Alastair R. Hall
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 resultscanonical correlationsinstrumental variables estimationfinite-sample performancegeneral multiple-instrument-multiple-regressor case
Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Measures of association (correlation, canonical correlation, etc.) (62H20)
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