Constructing optimal instruments by first-stage prediction averaging
Year of publication: |
2010
|
---|---|
Authors: | Kuersteiner, Guido M. ; Okui, Ryo |
Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 78.2010, 2, p. 697-718
|
Subject: | Kleinste-Quadrate-Methode | Least squares method | IV-Schätzung | Instrumental variables | Schätztheorie | Estimation theory | Theorie | Theory |
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