Inconsistency of naive GMM estimation for QR models with endogenous regressors
Year of publication: |
2002
|
---|---|
Authors: | Lucchetti, Riccardo |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 75.2002, 2, p. 179-185
|
Subject: | Theorie | Theory | IV-Schätzung | Instrumental variables | Momentenmethode | Method of moments |
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