Two-stage least squares as minimum distance

DOI10.1111/ectj.12115OpenAlexW2724312891WikidataQ63353164 ScholiaQ63353164MaRDI QIDQ5084324

Frank A. G. Windmeijer

Publication date: 24 June 2022

Published in: The Econometrics Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/ectj.12115

zbMATH Keywords

minimum distanceinstrumental variablestwo-stage least squaresoveridentification test

Mathematics Subject Classification ID

Statistics (62-XX)

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