The accuracy of the instrumental variable approach to parameter estimation (also called correlation analysis) can be significantly improved by optimally weighting the estimating equations. However, the optimal weight in general depends on unknown quantities and hence must be itself estimated before
Consistency of the instrumental weighted variables
✍ Scribed by Jan Ámos Víšek
- Publisher
- Springer Japan
- Year
- 2007
- Tongue
- English
- Weight
- 403 KB
- Volume
- 61
- Category
- Article
- ISSN
- 0020-3157
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