On adding over-identifying instrumental variables to simultaneous equations

Economics Letters

Volumn 111, Issue 1, 2011, Pages 68-70

  Hendry, David F ^a  

^a UNIVERSITY OF OXFORD   (United Kingdom)

Author keywords

Instrumental variables; Model selection; Monte Carlo simulation

Indexed keywords

EID: 79551581230     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econlet.2011.01.009     Document Type: Article

References (7)

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6. Johansen S., Nielsen B. An analysis of the indicator saturation estimator as a robust regression estimator. The Methodology and Practice of Econometrics 2009, 1-36. Oxford University Press, Oxford. J.L. Castle, N. Shephard (Eds.).
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