A simple procedure to estimate k structural parameters on conditionally endogenous variables with one conditionally mean independent instrument in linear models

Philipp Süß

MPRA Paper from University Library of Munich, Germany

Abstract: The following note proposes a simple procedure to estimate k parameters of interest in a linear model with potentially k conditionally endogenous variables of interest and m endogenous control variables in the presence of at least one instrumental variable under the assumption of conditional mean independence.

Keywords: Instrumental variables; Conditional independence assumption; Underidentified model (search for similar items in EconPapers)
JEL-codes: C26 (search for similar items in EconPapers)
Date: 2015-02-10
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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:62030

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