Hostname: page-component-78c5997874-fbnjt Total loading time: 0 Render date: 2024-11-15T04:59:51.657Z Has data issue: false hasContentIssue false

Underspecified Linear Model and the Best Instrumental Variable Estimator

Published online by Cambridge University Press:  11 February 2009

Abstract

Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
Other
Copyright
Copyright © Cambridge University Press 1995

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

REFERENCES

Harvey, A.C. (1981) Time Series Models. Oxford: Philip Allan Publishers.Google Scholar
Magnus, J.R. & Neudecker, H. (1988) Matrix Differential Calculus with Applications in Statistics and Econometrics. New York: John Wiley & Sons.Google Scholar