Instrumental-Variable Estimation of an Error-Components Model
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Publication:3028181
DOI10.2307/1912840zbMath0625.62107OpenAlexW2077319586WikidataQ29036150 ScholiaQ29036150MaRDI QIDQ3028181
Takeshi Amemiya, Thomas E. Macurdy
Publication date: 1986
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1912840
disturbanceasymptotic efficiencypanel datasimultaneous equationsEndogenous variables across equationserror- components-modelinstrumental-variable estimatorsoptimal choice of instrumental variablesvariance-covariance restrictions
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