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Contemporaneous and long run canonical correlations in the linear IV model: implications for instrument selection - MaRDI portal

Contemporaneous and long run canonical correlations in the linear IV model: implications for instrument selection (Q1046261)

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scientific article; zbMATH DE number 5650954
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English
Contemporaneous and long run canonical correlations in the linear IV model: implications for instrument selection
scientific article; zbMATH DE number 5650954

    Statements

    Contemporaneous and long run canonical correlations in the linear IV model: implications for instrument selection (English)
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    21 December 2009
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    contemporaneous canonical correlations
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    long run canonical correlations
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    instrument selection
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    two-stage least squares
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