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CHAPTER 4. INSTRUMENTAL VARIABLES

CHAPTER 4. INSTRUMENTAL VARIABLES

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variables, if X contains measurement errors, or if X contains endogenous variables that are determined jointly with y. OLS Revisited: ... matrix R n that may depend on the sample n, but which c onverges to a matrix R of rank k. If [4] holds, then bIV p β. If both [4] and [5] hold, then

  Measurement, Matrix

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