Consistent Estimation of Scaled Coefficients
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Publication:3765096
DOI10.2307/1914309zbMath0628.62105OpenAlexW2083005776MaRDI QIDQ3765096
Publication date: 1986
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/1721.1/47098
asymptotic distributionasymptotic biasinstrumental variables estimatorlinear regressionmarginal distributionaverage derivativessingle index modelslimited dependent variable modelsscore vectorscovariance estimatorsmultiple index modelsbehavioral derivativesexplanatory variable distributioninstrumental variables slope coefficient vectormodels of selection biasmultinomial discrete choicesample covariance estimator
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