The mean squared error of the instrumental variables estimator when the disturbance has an elliptical distribution
Fernanda P. M. Peixe, Alastair R. Hall and Kostas Kyriakoulis
| Year of publication: |
2005
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|---|---|
| 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
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| Subject: | IV-Schätzung | Instrumental variables | Statistische Verteilung | Statistical distribution | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003309365