A simple and robust estimator for linear regression models with strictly exogenous instruments

DOI10.1111/ectj.12087OpenAlexW2605002245MaRDI QIDQ5093973

Juan Carlos Escanciano

Publication date: 2 August 2022

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

Full work available at URL: https://caepr.indiana.edu/RePEc/inu/caeprp/CAEPR2017-001.pdf

zbMATH Keywords

instrumental variablesweak instrumentsuniform inferenceintertemporal elasticity of substitutionuniform identification

Mathematics Subject Classification ID

Statistics (62-XX)

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