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Home > Catalogue > Instrumental Variables
Instrumental Variables


  • Page extent: 236 pages
  • Size: 228 x 152 mm
  • Weight: 0.35 kg
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 (ISBN-13: 9780521385824 | ISBN-10: 0521385822)

  • There was also a Hardback of this title but it is no longer available
  • Published April 1990

Manufactured on demand: supplied direct from the printer

 (Stock level updated: 17:01 GMT, 26 November 2015)


Recent advances in establishing the nature and scope of estimators in econometrics have shed more light on the importance of instrumental variables. In this book, the authors argue that such methods may be regarded as a strong organizing principle for a wide variety of estimation and hypothesis testing problems in econometrics and statistics. In support of this claim they present and develop the methodology of instrumental variables in its most general and explanatory form. They show, for instance, that techniques commonly used to handle simultaneity and related problems can be reduced to one of two generic variables of instrumental variables estimators, allowing them to explore further the conditions under which different proposed estimators are efficient.


Preface; 1. Motivation; 2. The spherical linear model; 3. Instrumental variables and nonspherical disturbances; 4. Linear simultaneous equations; 5. Nonlinear estimation with instrumental variables; Appendix: some background notes; References; Notes; Index.

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