Comparing the asymptotic and empirical (un)conditional distributions of OLS and IV in a linear static simultaneous equation
type: Item
instance of: scholarly article
title: Comparing the asymptotic and empirical (un)conditional distributions of OLS and IV in a linear static simultaneous equation
zbMATH Open document ID: 1255.62360
author: Jan F. Kiviet
author: Jerzy Niemczyk
published in: Computational Statistics and Data Analysis
publication date: 2012-12-30T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 62J05
zbMATH DE Number: 6119771
zbMATH Keywords: conditioning
zbMATH Keywords: efficiency comparisons
zbMATH Keywords: inconsistent estimation
zbMATH Keywords: Monte Carlo design
zbMATH Keywords: simultaneity bias
zbMATH Keywords: weak instruments
MaRDI profile type: Publication
full work available at URL: j.csda.2010.07.028
OpenAlex ID: W2128723827
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DOI: 10.1016/J.CSDA.2010.07.028
description: scientific article; zbMATH DE number 6119771