Exclusion restrictions in instrumental variables equations

DOI10.1080/07474939008800177zbMath0718.62281OpenAlexW2119816196MaRDI QIDQ5750313

Mark F. J. Steel, Theo E. Nijam

Publication date: 1990

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://pure.uvt.nl/ws/files/1140637/NTESMFJ5616274.pdf

zbMATH Keywords

nuisance parametersasymptotic efficiencyinstrumental variablestwo-stage estimatorsincomplete modelsrecursive exclusion restrictions

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Point estimation (62F10) Linear inference, regression (62J99)

Cites Work

• The nonlinear limited-information maximum-likelihood estimator and the modified nonlinear two-stage least-squares estimator
• Exogeneity
• The Efficient Estimation of Econometric Models with Rational Expectations
• Econometric Issues in the Analysis of Regressions with Generated Regressors
• Two Stage and Related Estimators and Their Applications
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias

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