06-078/4 - The Asymptotic and Finite Sample Distributions of OLS and Simple IV in Simultaneous Equations

• Authors
  Jan F. Kiviet, Universiteit van Amsterdam; Jerzy Niemczyk, Universiteit van Amsterdam
• Publication date
  September 18, 2006

• Keywords
  efficiency of an inconsistent estimator; invalid instruments; simultaneity bias; weak instruments; 4D diagrams
• JEL
  C13; C15; C30