Regression Models using the Instrumental Variables

Autor:	Constantin ANGHELACHE, Cristina SACALA, Emilia STANCIU
Rok vydání:	2015
Předmět:	Astrophysics::Instrumentation and Methods for Astrophysics identification regression interval statistics coefficient
Zdroj:	Romanian Statistical Review Supplement. 63(9):138-146
Popis:	This article describes the main elements on regression models with instrumental variables. There are reviewed the main theoretical approaches in the literature, asymptotic properties when using sensitive instruments, t-statistics with instrumental variables, traditional asymptotic modified s-statistics and t-statistics, finite sample properties with sensitive instruments.
Databáze:	OpenAIRE
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