The mean squared error of the instrumental variables estimator when the disturbance has an elliptical distribution
Year of publication: |
2005
|
---|---|
Authors: | Peixe, Fernanda P. M. ; Hall, Alastair R. ; Kyriakoulis, Kostas |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 25.2006, 1, p. 117-138
|
Subject: | IV-Schätzung | Instrumental variables | Statistische Verteilung | Statistical distribution | Theorie | Theory |
-
Nonparametric IV estimation of local average treatment effects with covariates
Frölich, Markus, (2002)
-
Semiparametric estimation of quantile treatment effects with endogeneity
Wüthrich, Kaspar, (2015)
-
Bounds on counterfactual distributions under semi-monotonicity constraints
Boes, Stefan, (2009)
- More ...
-
Andrews, Martyn J., (2014)
-
Andrews, Martyn J., (2017)
-
Andrews, Martyn, (2014)
- More ...