INSTRUMENTAL VARIABLES by Roger J. Bowden, Darrell A. Turkington ( 9780521385824 )

Item Details

Title:

INSTRUMENTAL VARIABLES

By:

Roger J. Bowden, Darrell A. Turkington

Format:

Paperback

List price:

£42.99

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£37.62

Discount:

12.5% off

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£5.37

ISBN 10:

0521385822

ISBN 13:

9780521385824

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Publisher:

CAMBRIDGE UNIVERSITY PRESS

Pub. date:

26 January, 1990

Series:

Econometric Society Monographs 8

Pages:

236

Description:

This book will be useful for advanced undergraduates and graduates, and be a source of reference for researchers in econometrics and statistics.

Synopsis:

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.

Illustrations:

2 tables, 3 line diagrams

Publication:

Imprint:

Cambridge University Press

Returns:

Returnable

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INSTRUMENTAL VARIABLES

INSTRUMENTAL VARIABLES (HB)