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Underspecified Linear Model and the Best Instrumental Variable Estimator

Published online by Cambridge University Press:  11 February 2009

Abstract

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Copyright
Copyright © Cambridge University Press 1995

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References

REFERENCES

Harvey, A.C. (1981) Time Series Models. Oxford: Philip Allan Publishers.Google Scholar
Magnus, J.R. & Neudecker, H. (1988) Matrix Differential Calculus with Applications in Statistics and Econometrics. New York: John Wiley & Sons.Google Scholar