## SUMMARY The identification of structural parameters in the linear instrumental variables (IV) model is typically achieved by imposing the prior identifying assumption that the error term in the structural equation of interest is orthogonal to the instruments. Since this exclusion restriction is
Bayesian and classical approaches to instrumental variable regression
β Scribed by Frank Kleibergen; Eric Zivot
- Book ID
- 108432662
- Publisher
- Elsevier Science
- Year
- 2003
- Tongue
- English
- Weight
- 416 KB
- Volume
- 114
- Category
- Article
- ISSN
- 0304-4076
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