A Remark on Magdalinos's k- Class Instrumental Variable Estimator

R. W. Farebrother

Econometric Theory, 1987, vol. 3, issue 02, pages 297-298

Abstract: In this paper we identify a restriction on the finite-sample application of Magdalinos's asymptotic expansions for the t statistic based on the k-class instrumental variable estimator.

Date: 1987

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