A simple procedure to estimate k structural parameters on conditionally endogenous variables with one conditionally mean independent instrument in linear models

The following note proposes a simple procedure to estimate k parameters of interest in a linear model with potentially k conditionally endogenous variables of interest and m endogenous control variables in the presence of at least one instrumental variable under the assumption of conditional mean independence.

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Year of publication:	2015-02-10
Authors:	Süß, Philipp
Institutions:	Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
Subject:	Instrumental variables \| Conditional independence assumption \| Underidentified model

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Extent:	application/pdf
Series:	MPRA Paper.
Type of publication:	Book / Working Paper
Classification:	c26
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011166058