Selecting the Best Instrumental Variables Estimator

DOI10.2307/2297665zbMath0565.62098OpenAlexW1984476189MaRDI QIDQ3680153

Michael A. Magdalinos

Publication date: 1985

Published in: The Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2297665

zbMATH Keywords

selection rulesEdgeworth expansionsimultaneous equation systemslimited information estimatorsbest instrumental variables estimatorConcentration comparisons

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12)

Related Items (1)

The classical principles of testing using instrumental variables estimates

This page was built for publication: Selecting the Best Instrumental Variables Estimator