Exclusion restrictions in instrumental variables equations

DOI10.1080/07474939008800177MaRDI QIDQ5750313zbMATH OpenOpenAlexFDO

Authors Theo E. Nijam, M. F. J. Steel

Publication date 1990

Published in Econometric Reviews (Search for Journal in Brave)

Full work available at URL https://pure.uvt.nl/ws/files/1140637/NTESMFJ5616274.pdf

zbMATH Keywords

asymptotic efficiencyincomplete modelsinstrumental variablesnuisance parametersrecursive exclusion restrictionstwo-stage estimators

Mathematics Subject Classification ID

Point estimation (62F10) Linear inference, regression (62J99) Applications of statistics to economics (62P20)

Recommendations

• General instrumental variables estimation under stochastic linear restrictions
• On the structure of IV estimands
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Cites work

• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
• Econometric Issues in the Analysis of Regressions with Generated Regressors
• Exogeneity
• The Efficient Estimation of Econometric Models with Rational Expectations
• The nonlinear limited-information maximum-likelihood estimator and the modified nonlinear two-stage least-squares estimator
• Two Stage and Related Estimators and Their Applications

Cited in

(3)

• A unified model-implied instrumental variable approach for structural equation modeling with mixed variables
• Genericity of the completeness condition with constrained instruments
• General instrumental variables estimation under stochastic linear restrictions

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