Finite Sample Properties of Instrumental Variable Estimators of Structural Coefficients
Under classical assumptions, characterizations are given for two classes of instrumental variable estimators of an equation in a simultaneous system. IV estimators where all instruments are nonstochastic are expressed in terms of multinormal random vectors in exactly the same way as the 2SLS estimat...
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Institutional Knowledge at Singapore Management University
1977
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| 在線閱讀: | https://ink.library.smu.edu.sg/soe_research/58 |
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| 機構: | Singapore Management University |
| 語言: | English |