General instrumental variables estimation under stochastic linear restrictions

DOI10.1016/0165-1765(82)90065-9zbMath1268.91139OpenAlexW1984248336MaRDI QIDQ356641

David E. A. Giles

Publication date: 26 July 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(82)90065-9

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Related Items (3)

Estimation of Regression Coefficients in a Restricted Measurement Error Model Using Instrumental Variables ⋮ On the equivalence of pooled and mixed estimation ⋮ A note on the mixed instrumental variables estimator in a stochastic regressors model: some small sample properties

Cites Work

• On the Use of Incomplete Prior Information in Regression Analysis
• The Bias and Moment Matrix of a Mixed Regression Estimator
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