Instrumental Variables Estimation in Misspecified Single Equations
研究了当模型因变量错误包含或遗漏而被误设时，单结构方程中工具变量估计量的精确抽样行为，发现设定错误会影响精确结果的结构。
This paper examines the exact sampling behavior of a family of instrumental variables estimators of the coefficients in a single structural equation when the model has been misspecified by the incorrect inclusion or exclusion of variables. It is found that such specification errors can have implications for the structure of the exact results obtained. A brief numerical examination of the analytical results is also provided.