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Search: subject:"persistent instruments"
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Instrumental variables estimator
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near-to-unit roots
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persistent instruments
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Kourogenis, Nicolaos
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Panopoulou, Ekaterini
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Pittis, Nikitas
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Department of Economics, National University of Ireland
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Economics, Finance and Accounting Department Working Paper Series
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Irrelevant but highly
persistent
instruments
in stationary regressions with endogenous variables containing near-to-unit roots.
Panopoulou, Ekaterini
;
Kourogenis, Nicolaos
;
Pittis, Nikitas
-
Department of Economics, National University of Ireland
-
2006
This paper suggests that IV estimators, utilizing irrelevant but
persistent
instruments
mai produce reliable inferences …
Persistent link: https://www.econbiz.de/10010954102
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