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SOLUTIONS TO PROBLEMS Solutions to Problems Posed in
| Content Provider | Semantic Scholar |
|---|---|
| Copyright Year | 2005 |
| Abstract | where T y1 5 Py1, O Z1 5 PZ1, and s111 2 5 Tsm11 2 1 sn11 2 + Under H0, plim~ Z d1,EC2SLS! 5 d1 and the asymptotic variance of Z d1,EC2SLS is given by var~ Z d1,EC2SLS! 5 @ E Z1 P F X E Z10sn11 2 1 O Z1 P P X O Z10s111 2 #+ UnderH0, both D d1,FE2SLS and Z d1,EC2SLS are consistent , with plim [ q1 5 0+ Using the expressions for Z d1,EC2SLS2 d1 and D d1,FE2SLS2 d1, one gets the asymptotic covariance Econometric Theory , 21, 2005, 483–488+ Printed in the United States of America + DOI: 10+10170S0266466605050279 |
| File Format | PDF HTM / HTML |
| Alternate Webpage(s) | https://static.cambridge.org/resource/id/urn:cambridge.org:id:binary:20170215071230245-0425:S0266466605210277:S0266466605000277a.pdf |
| Language | English |
| Access Restriction | Open |
| Content Type | Text |
| Resource Type | Article |