Alternative Approximations to the Distributions of Instrumental Variable Estimators

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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