Regression Models using the Instrumental Variables

Constantin Anghelache, Sacala Cristina () and Emilia Stanciu
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Constantin Anghelache: Academia de Studii Economice, Bucuresti
Emilia Stanciu: Academia de Studii Economice, Bucuresti

Romanian Statistical Review Supplement, 2015, vol. 63, issue 9, 138-146

Abstract: This article describes the main elements on regression models with instrumental variables. There are reviewed the main theoretical approaches in the literature, asymptotic properties when using sensitive instruments, t-statistics with instrumental variables, traditional asymptotic modified s-statistics and t-statistics, finite sample properties with sensitive instruments.

Keywords: identification; regression; interval; statistics; coefficient (search for similar items in EconPapers)
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:rsr:supplm:v:63:y:2015:i:9:p:138-146

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