Instrumental Variables

Instrumental Variables

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Instrumental Variables by Roger J Bowden

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.
SKU Unavailable
ISBN 13 9780521385824
ISBN 10 0521385822
Title Instrumental Variables
Author Roger J Bowden
Series Econometric Society Monographs
Condition Unavailable
Binding Type Paperback
Publisher Cambridge University Press
Year published 1990-01-26
Number of pages 236
Cover note Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
Note Unavailable