Consistent Estimation of Scaled Coefficients
نویسندگان
چکیده
منابع مشابه
Working Paper Alfred P. Sloan School of Management Consistent Estimation of Scaled Coefficients Consistent Estimation of Scaled Coefficients
This paper studies the estimation oi coefficients B in single inde;-; models such that E(y I X) =F (a + X '6) 1 where the function F is misspecified or unknown. A linear instrumental variables slope coefficient vector of y regressed on X is shown to be consistent for up to a scalar multiple, where the instruments &re appropriately defined score vectors of the marginal distribution of X. The fra...
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ژورنال
عنوان ژورنال: Econometrica
سال: 1986
ISSN: 0012-9682
DOI: 10.2307/1914309