Exact equivalence of instrumental variable estimators in an error component structural system
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Social Sciences (miscellaneous),Mathematics (miscellaneous),Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/BF01192476.pdf
Reference14 articles.
1. Amemiya T, MaCurdy TE (1986) Instrumental-variable estimation of an error component model. Econometrica 54:869?881
2. Balestra P (1988) Equality between ordinary and generalized procedures in econometrics. Cahier de Département d'Econométrie, Université de Genève
3. Baltagi BH (1981) Simultaneous equations with error components. Journal of Econometrics 17:189?200
4. Breusch TS, Mizon GE, Schmidt P (1989) Efficient estimation using panel data. Econometrica 57:695?700
5. Cornwell C, Rupert P (1988) Efficient estimation with panel data: An empirical comparison of instrumental variables estimators. Journal of Applied Econometrics 3:149?155
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