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book Introduction to Econometrics 3rd Edition by James Stock, Mark Watson cover

Introduction to Econometrics 3rd Edition by James Stock, Mark Watson

النسخة 3الرقم المعياري الدولي: 978-9352863501
book Introduction to Econometrics 3rd Edition by James Stock, Mark Watson cover

Introduction to Econometrics 3rd Edition by James Stock, Mark Watson

النسخة 3الرقم المعياري الدولي: 978-9352863501
تمرين 8
Consider the instrumental variable regression model
Consider the instrumental variable regression model     where X i is correlated with u i and Z i is an instrument. Suppose that the first three assumptions in Key Concept 12.4 are satisfied. Which IV assumption is not satisfied when: a. Z i is independent of ( Y i , X i , W i )  b. Z i = W i.  c. W i = 1 for all i  d. Z i = Xi
where X i is correlated with u i and Z i is an instrument. Suppose that the first three assumptions in Key Concept 12.4 are satisfied. Which IV assumption is not satisfied when:
a. Z i is independent of ( Y i , X i , W i )
b. Z i = W i.
c. W i = 1 for all i
d. Z i = Xi
التوضيح
موثّق
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a.
Consider the general regression mode...

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Introduction to Econometrics 3rd Edition by James Stock, Mark Watson
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