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The asymptotic and finite sample distributions of OLS and simple IV in simultaneous equations - MaRDI portal

The asymptotic and finite sample distributions of OLS and simple IV in simultaneous equations (Q1019965)

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scientific article; zbMATH DE number 5559481
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English
The asymptotic and finite sample distributions of OLS and simple IV in simultaneous equations
scientific article; zbMATH DE number 5559481

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    The asymptotic and finite sample distributions of OLS and simple IV in simultaneous equations (English)
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    29 May 2009
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    efficiency of an inconsistent estimator
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    invalid instruments
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    simultaneity bias
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    weak instruments
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    4D diagrams
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