Journal
CIRCUITS SYSTEMS AND SIGNAL PROCESSING
Volume 21, Issue 1, Pages 1-9Publisher
SPRINGER BIRKHAUSER
DOI: 10.1007/BF01211647
Keywords
least-squares estimation; consistency analysis; asymptotic distribution; recursive algorithm
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This paper gives a tutorial overview of instrumental variable methods. Comparisons are made to the least-squares method. An analysis including consistency and asymptotic distribution of the parameter estimates is included.
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