The Mean Squared Error of the Instrumental Variables Estimator When the Disturbance Has an Elliptical Distribution

AuthID
P-004-PJ6
3
Author(s)
Hall, AR
·
Kyriakoulis, K
Document Type
Article
Year published
2006
Published
in ECONOMETRIC REVIEWS, ISSN: 0747-4938
Volume: 25, Issue: 1, Pages: 117-138 (22)
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Publication Identifiers
Scopus: 2-s2.0-33644976431
Wos: WOS:000235951200005
Source Identifiers
ISSN: 0747-4938
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