On adding over-identifying instrumental variables to simultaneous equations.
Reducing the number of over-identifying instruments, or adding them to a structural equation, increases estimation dispersion. Added instruments should be insignificant under correct specification, with parameter estimates nearly unaffected, confirmed by Monte Carlo. Selecting instruments does not a...
Szczegółowa specyfikacja
Opis bibliograficzny
| 1. autor: |
Hendry, D |
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| Format: | Journal article
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| Język: | English |
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| Wydane: |
Elsevier
2011
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