A simple procedure to estimate k structural parameters on conditionally endogenous variables with one conditionally mean independent instrument in linear models
Philipp Süß · Munich Personal RePEc Archive (Ludwig Maximilian University of Munich) · 2015
The following note proposes a simple procedure to estimate k parameters of interest in a linear model with potentially k conditionally endogenous variables of interest and m endogenous control variables in the presence of at least one instrumental variable under the assumption of conditional mean independence.