Heteroskedasticity in simultaneous equation systems. An instrumental variable estimator

DOI10.1016/0165-1765(91)90121-ZzbMATH Open0729.62631OpenAlexW1522556310MaRDI QIDQ806918FDOQ806918

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

• Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator
• Instrumental Variables Regression with Independent Observations
• Title not available (Why is that?)

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