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Regression Models using the Instrumental Variables

Author

Listed:
  • Constantin ANGHELACHE

    (Academia de Studii Economice, Bucuresti)

  • Cristina SACALA

    (Academia de Studii Economice, Bucuresti)

  • Emilia STANCIU

    (Academia de Studii Economice, Bucuresti)

Abstract

This article describes the main elements on regression models with instrumental variables. There are reviewed the main theoretical approaches in the literature, asymptotic properties when using sensitive instruments, t-statistics with instrumental variables, traditional asymptotic modified s-statistics and t-statistics, finite sample properties with sensitive instruments.

Suggested Citation

  • Constantin ANGHELACHE & Cristina SACALA & Emilia STANCIU, 2015. "Regression Models using the Instrumental Variables," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 63(9), pages 138-146, September.
    • Handle: RePEc:rsr:supplm:v:63:y:2015:i:9:p:138-146
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