Instrumental variables
著者
書誌事項
Instrumental variables
（Econometric Society monographs in quantitative economics, [no. 8]）
Cambridge University Press, 1990, c1984
- : pbk
大学図書館所蔵 全12件
注記
Includes bibliographies and index
内容説明・目次
内容説明
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.
目次
- Preface
- 1. Motivation
- 2. The spherical linear model
- 3. Instrumental variables and nonspherical disturbances
- 4. Linear simultaneous equations
- 5. Nonlinear estimation with instrumental variables
- Appendix: some background notes
- References
- Notes
- Index.
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