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 | GOR013434225 |
ISBN 13 | 9780521385824 |
ISBN 10 | 0521385822 |
Title | Instrumental Variables |
Author | Roger J Bowden |
Series | Econometric Society Monographs |
Condition | Good |
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 | This is a used book - there is no escaping the fact it has been read by someone else and it will show signs of wear and previous use. Overall we expect it to be in good condition, but if you are not entirely satisfied please get in touch with us |