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Comparing the asymptotic and empirical (un)conditional distributions of OLS and IV in a linear static simultaneous equation - MaRDI portal

Comparing the asymptotic and empirical (un)conditional distributions of OLS and IV in a linear static simultaneous equation (Q1927137)

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scientific article; zbMATH DE number 6119771
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English
Comparing the asymptotic and empirical (un)conditional distributions of OLS and IV in a linear static simultaneous equation
scientific article; zbMATH DE number 6119771

    Statements

    Comparing the asymptotic and empirical (un)conditional distributions of OLS and IV in a linear static simultaneous equation (English)
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    30 December 2012
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    conditioning
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    efficiency comparisons
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    inconsistent estimation
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    Monte Carlo design
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    simultaneity bias
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    weak instruments
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