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Excess comovements between the euro/US dollar and pound sterling/US dollar exchange rates

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Identification with imperfect instruments

Nevo, Aviv (contributor); Rosen, Adam M. (contributor) - 2008

instrumental variables that are assumed to be uncorrelated with unobservables. We instead assume (i) the correlation between the … instrument and the error term has the same sign as the correlation between the endogenous regressor and the error term, and (ii …

Persistent link: https://www.econbiz.de/10003739684