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Least-Squares versus Instrumental Variables Estimation in a Simple Errors in Variables Model

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  • Leamer, Edward E

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  • Leamer, Edward E, 1978. "Least-Squares versus Instrumental Variables Estimation in a Simple Errors in Variables Model," Econometrica, Econometric Society, vol. 46(4), pages 961-968, July.
    • Handle: RePEc:ecm:emetrp:v:46:y:1978:i:4:p:961-68
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    Cited by:

    1. Sager, Michael & Taylor, Mark P., 2014. "Generating currency trading rules from the term structure of forward foreign exchange premia," Journal of International Money and Finance, Elsevier, vol. 44(C), pages 230-250.
    2. Shigeru Iwata, 2001. "Recentered And Rescaled Instrumental Variable Estimation Of Tobit And Probit Models With Errors In Variables," Econometric Reviews, Taylor & Francis Journals, vol. 20(3), pages 319-335.
    3. Dominik Rothenhäusler & Nicolai Meinshausen & Peter Bühlmann & Jonas Peters, 2021. "Anchor regression: Heterogeneous data meet causality," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 83(2), pages 215-246, April.
    4. Catherine D. Wolfram, 1999. "Measuring Duopoly Power in the British Electricity Spot Market," American Economic Review, American Economic Association, vol. 89(4), pages 805-826, September.

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