Identifying and estimating efficient markets models with contemporaneous instruments

DOI10.1016/0165-1765(91)90144-AzbMath0721.62114OpenAlexW2048452342MaRDI QIDQ2641060

Steve Ambler

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)90144-a

zbMATH Keywords

Asymptotic propertiesinstrumental variables techniquesinnovations variablesreduced form efficient markets models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Auctions, bargaining, bidding and selling, and other market models (91B26)

Cites Work

• Two Stage and Related Estimators and Their Applications

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