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04-056/4 - Viewing the Relative Efficiency of IV Estimators in Models with Lagged and Instantaneous Feedbacks


  • Authors
    Agnes S. Joseph, Faculty of Economics and Econometrics, Universiteit van Amsterdam; Jan F. Kiviet, Faculty of Economics and Econometrics, Universiteit van Amsterdam
  • Publication date
    May 27, 2004
  • Keywords
    asymptotic efficiency comparisons; computational visualization; dynamic simultaneous models; instrument weakness
  • JEL
    C13; C32; C51