工具变量法
- 网络instrumental variable method;Instrumental Variables;Instrument variables;FE-IV
工具变量法-
基于广义非线性工具变量法的综列单位根检验
Panel unit root test based on generalized nonlinear instrument variables estimation
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工具变量法综列单位根检验的有偏性及其修正
The Modification to Bias of IV Unit Root Tests in Panels
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在联立方程中扰动项遵循第三类椭球等高分布时，导出了单一方程内生变量系数的工具变量法（Ⅳ）估计量的精确分布。
We derive the exact distribution of the instrumental variable ( IV ) estimators of the parameters of endogenous variables with the disturbance being the third kind of elliptically contoured distribution in the simultaneous equations , generalized the result of Phillips ( 1980 ) .