Instrumental variables:

Recent advances in establishing the nature and scope of estimators in econometrics have shed more light on the importance of instrumental variables. In this book, the authors argue that such methods may be regarded as a strong organizing principle for a wide variety of estimation and hypothesis test...

Full description

Saved in:
Bibliographic Details
Main Author: Bowden, Roger J. 1943- (Author)
Format: Book
Language:English
Published: Cambridge ; New York ; Port Chester ; Melbourne ; Sydney Cambridge University Press 1984
Series:Econometric Society monographs 8
Subjects:
Summary:Recent advances in establishing the nature and scope of estimators in econometrics have shed more light on the importance of instrumental variables. In this book, the authors argue that such methods may be regarded as a strong organizing principle for a wide variety of estimation and hypothesis testing problems in econometrics and statistics. In support of this claim they present and develop the methodology of instrumental variables in its most general and explanatory form. They show, for instance, that techniques commonly used to handle simultaneity and related problems can be reduced to one of two generic variables of instrumental variables estimators, allowing them to explore further the conditions under which different proposed estimators are efficient
Item Description:Title from publisher's bibliographic system (viewed on 05 Oct 2015)
Physical Description:viii, 227 Seiten Diagramme
ISBN:0521385822
0521262410

There is no print copy available.

Interlibrary loan Place Request Caution: Not in THWS collection!