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Instrumental variables estimator
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asymptotic relative efficiency
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asymptotic variance bound
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best linear consistent estimator
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simultaneous equations model
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Kim, Yun-Yeong
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Park, Joon Y.
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Institute for Economic Research, Division of Economics
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The Asymptotic Variance Bound for Instrumental Variables Estimators
Kim, Yun-Yeong
;
Park, Joon Y.
-
Institute for Economic Research, Division of Economics
-
1999
estimator attains the lower bound and becomes the
best
linear
consistent
estimator
(BLCE). In general, however, the IV estimator …
Persistent link: https://www.econbiz.de/10005795198
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