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Alternative Approximations to the Distributions of Instrumental Variable Estimators
Home
Publications
Alternative Approximations to the Distributions of Instrumental Variable Estimators
Alternative Approximations to the Distributions of Instrumental Variable Estimators
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Paul A. Bekker
Paul A. Bekker
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1 May 1994
journal article
Published by
JSTOR
in
Econometrica
Vol. 62
(3)
,
657
https://doi.org/10.2307/2951662
Abstract
The paper considers the OLS, the IV, and two method-of-moments estimators, MM and MMK, of the coefficients of a single equation, where the explanatory variables...
Keywords
INSTRUMENTAL VARIABLE
ALTERNATIVE APPROXIMATIONS
VARIABLE ESTIMATORS
DISTRIBUTIONS OF INSTRUMENTAL
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Open Access
Cited by 299 articles