Dhrymes, Phoebus J. (contributor) - 2003 - [Elektronische Ressource]
, instrumental variables, residual cor-
relation test.
∗
c©Phoebus J. Dhrymes, 2003
An earlier version of this paper was delivered as … this problem
by inventing the notion of instrumental variables although, at the time, he
was not aware of this concept per … asserted to be
independent of the structural error u, and the structural parameter vector
β is to be estimated by instrumental …