Heteroskedasticity in simultaneous equation systems. An instrumental variable estimator

DOI10.1016/0165-1765(91)90121-ZMaRDI QIDQ806918zbMATH OpenOpenAlexFDO

Authors Si-Gyoung Lee, Wim P. M. Vijverberg

Publication date 1991

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1765(91)90121-z

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Cites work

• scientific article; zbMATH DE number 3201129 (Why is no real title available?)
• Instrumental Variables Regression with Independent Observations
• Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator

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