The Interpretation of Instrumental Variables Estimators in Simultaneous Equations Models with an Application to the Demand for Fish
β Scribed by Angrist, Joshua D.; Graddy, Kathryn; Imbens, Guido W.
- Book ID
- 108533912
- Publisher
- John Wiley and Sons
- Year
- 2000
- Tongue
- English
- Weight
- 169 KB
- Volume
- 67
- Category
- Article
- ISSN
- 0034-6527
No coin nor oath required. For personal study only.
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## REFERENCE Kinal, T. and K. Lahiri (1993) , `On the estimation of simultaneous-equations error-components models with an application to a model of developing country foreign trade', Journal of Applied Econometrics, 8, 81Β±92.
We propose a test of correlation of the residuals in generalized linear models which is a generalization of the spatial autocorrelation test based on Moran's I. It allows adjustment for sizes of geographical areas and for explanatory variables. A formula is given to compute the weights according to