Business & Economics Books:

Instrumental Variables

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Paperback / softback
$154.00
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Description

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 organising 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.
Release date NZ
January 26th, 1990
Audience
  • Professional & Vocational
Illustrations
Worked examples or Exercises
Pages
236
Dimensions
152x228x12
ISBN-13
9780521385824
Product ID
2519233

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