• Title of article

    Instrument relevance and efficient estimation with panel data

  • Author/Authors

    Rachid Boumahdi، نويسنده , , Alban Thomas، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2006
  • Pages
    6
  • From page
    305
  • To page
    310
  • Abstract
    This paper presents a straightforward efficiency gain measure of instrumental variable estimators for panel data regression models. Contrary to the usual canonical correlation applied to the full set of endogenous regressors, we allow for measuring instrument relevance for separate endogenous regressors.
  • Keywords
    Instrumental variable , Efficiency , Panel data
  • Journal title
    Economics Letters
  • Serial Year
    2006
  • Journal title
    Economics Letters
  • Record number

    436083

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=436083