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...

書誌詳細
第一著者:	Hendry, D
フォーマット:	Journal article
言語:	English
出版事項:	Elsevier 2011

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