Moments of IV and JIVE estimators
نویسندگان
چکیده
منابع مشابه
Generalized Method of Moments Estimators and Identification
D espite Emerson’s contempt for foolish consistency, consistency is not a foolish property for an estimator. Indeed, its absence would seem troubling. Who would want to admit that his or her estimator wouldn’t get the right answer with “all the data in the world”? Consequently, a widely applicable method for devising consistent estimators is a useful tool. This section develops two such tools, ...
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ژورنال
عنوان ژورنال: The Econometrics Journal
سال: 2007
ISSN: 1368-4221,1368-423X
DOI: 10.1111/j.1368-423x.2007.00221.x