A note on the mixed instrumental variables estimator in a stochastic regressors model: some small sample properties

DOI10.1016/0165-1765(85)90257-5zbMath1273.91367OpenAlexW1579958761MaRDI QIDQ375075

Sumio Kakimoto, Kazuhiro Ohtani

Publication date: 24 October 2013

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

Full work available at URL: https://doi.org/10.1016/0165-1765(85)90257-5

Mathematics Subject Classification ID

Cites Work

• General instrumental variables estimation under stochastic linear restrictions
• On the Use of Incomplete Prior Information in Regression Analysis
• The Bias and Moment Matrix of a Mixed Regression Estimator
• The Finite Sample Distribution of Theil's Mixed Regression Estimator and a Related Problem

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