The comparative performance of the iterative instrumental variables estimator using structural and predictive criteria

M. Dutta; P. D. Loeb; V. Kerry Smith

doi:10.1007/BF01781803

The comparative performance of the iterative instrumental variables estimator using structural and predictive criteria

M. Dutta, P. D. Loeb, V. Kerry Smith

Rutgers Newark, Economics

Research output: Contribution to journal › Article › peer-review

Abstract

The purpose of this paper is to give experimental evidence on the small-sample properties of the iterative instrumental variables estimator originally proposed by Lyttkens [1970], relative to the more conventional methods including ordinary least squares, limited information single equation maximum likelihood and three stage least squares.

Original language	English (US)
Pages (from-to)	43-51
Number of pages	9
Journal	Empirical Economics
Volume	4
Issue number	1
DOIs	https://doi.org/10.1007/BF01781803
State	Published - Mar 1979

All Science Journal Classification (ASJC) codes

Statistics and Probability
Mathematics (miscellaneous)
Social Sciences (miscellaneous)
Economics and Econometrics

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title = "The comparative performance of the iterative instrumental variables estimator using structural and predictive criteria",

abstract = "The purpose of this paper is to give experimental evidence on the small-sample properties of the iterative instrumental variables estimator originally proposed by Lyttkens [1970], relative to the more conventional methods including ordinary least squares, limited information single equation maximum likelihood and three stage least squares.",

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year = "1979",

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The comparative performance of the iterative instrumental variables estimator using structural and predictive criteria

Abstract

All Science Journal Classification (ASJC) codes

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