Instrumental Variables Regression with Measurement Errors and Multicollinearity in Instruments
نویسندگان
چکیده مقاله:
In this paper we obtain a consistent estimator when there exist some measurement errors and multicollinearity in the instrumental variables in a two stage least square estimation of parameters. We investigate the asymptotic distribution of the proposed estimator and discuss its properties using some theoretical proofs and a simulation study. A real numerical application is also provided for more illustration.
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عنوان ژورنال
دوره 19 شماره 2
صفحات 15- 31
تاریخ انتشار 2020-12
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