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06-078/4 - The Asymptotic and Finite Sample Distributions of OLS and Simple IV in Simultaneous Equations


  • Authors
    Jan F. Kiviet, Universiteit van Amsterdam; Jerzy Niemczyk, Universiteit van Amsterdam
  • Publication date
    September 18, 2006
  • Keywords
    efficiency of an inconsistent estimator; invalid instruments; simultaneity bias; weak instruments; 4D diagrams
  • JEL
    C13; C15; C30