Instrumental Variables - Couverture souple

Bowden, Roger J.

Couverture souple

ISBN 10 : 0521385822 ISBN 13 : 9780521385824

Editeur : Cambridge University Press, 2008

Synopsis

This book will be useful for advanced undergraduates and graduates, and be a source of reference for researchers in econometrics and statistics.

A propos du livre

Présentation de l'éditeur

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.

Détails de l'édition

• Éditeur: Cambridge University Press
• Date d'édition: 2008
• Langue: anglais
• ISBN 10: 0521385822
• ISBN 13: 9780521385824
• Reliure: Broché
• Nombre de pages: 236
• Coordonnées du fabricant: non disponible
• Personne responsable: Avery; https://www.avery.fr/; ; chemin des peupliers 27; Dardilly; France