Institute of Mathematical Statistics Lecture Notes - Monograph Series

Optimal Instrumental Variable Estimation for Linear Models With Stochastic Regressors Using Estimating Functions

A. C. Singh and R. P. Rao

Full-text: Open access

Chapter information

Source
Ishwar V. Basawa, V. P. Godambe, and Robert L. Taylor, eds. Selected Proceedings of the Symposium on Estimating Functions: Held at the University of Georgia, Athens, GA, March 21--23, 1996 (Hayward, CA: Institute of Mathematical Statistics, 1997), 177-192

Dates
First available in Project Euclid: 7 July 2008

Permanent link to this document
https://projecteuclid.org/euclid.lnms/1215455045

Digital Object Identifier
doi:10.1214/lnms/1215455045

Mathematical Reviews number (MathSciNet)
MR1837804

Zentralblatt MATH identifier
1031.62503

Rights
Copyright © 1997, Institute of Mathematical Statistics

Citation

Singh, A. C.; Rao, R. P. Optimal Instrumental Variable Estimation for Linear Models With Stochastic Regressors Using Estimating Functions. Selected Proceedings of the Symposium on Estimating Functions, 177--192, Institute of Mathematical Statistics, Hayward, CA, 1997. doi:10.1214/lnms/1215455045. https://projecteuclid.org/euclid.lnms/1215455045


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