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