The mean squared error of the instrumental variables estimator when the disturbance has an elliptical distribution

Fernanda P M Peixe, Alastair R. Hall, Kostas Kyriakoulis

Research output: Contribution to journalArticlepeer-review

Fingerprint

Dive into the research topics of 'The mean squared error of the instrumental variables estimator when the disturbance has an elliptical distribution'. Together they form a unique fingerprint.

Economics, Econometrics and Finance