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Instrumental Variables : Economic Society Monographs in Quantitative Economics - Roger J. Bowden

Instrumental Variables

Economic Society Monographs in Quantitative Economics

Paperback

Published: 18th June 1990
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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.

Preface
Motivation
The spherical linear model
Instrumental variables and nonspherical disturbances
Linear simultaneous equations
Nonlinear estimation with instrumental variables
Appendix: some background notes
References
Notes
Index
Table of Contents provided by Publisher. All Rights Reserved.

ISBN: 9780521385824
ISBN-10: 0521385822
Series: Economic Society Monographs in Quantitative Economics
Audience: Professional
Format: Paperback
Language: English
Number Of Pages: 236
Published: 18th June 1990
Publisher: CAMBRIDGE UNIV PR
Country of Publication: GB
Dimensions (cm): 22.86 x 15.24  x 1.27
Weight (kg): 0.34