On adding over-identifying instrumental variables to simultaneous equations.

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...

Deskribapen osoa

Xehetasun bibliografikoak
Egile nagusia:	Hendry, D
Formatua:	Journal article
Hizkuntza:	English
Argitaratua:	Elsevier 2011

Antzeko izenburuak

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