Hamid Hoseenkhani

[ 1 ] - Instrumental Variables Regression with Measurement Errors and Multicollinearity in Instruments

In this paper we obtain a consistent estimator when there exist some measurement errors and multicollinearity in the instrumental variables in a two stage least square estimation of parameters. We investigate the asymptotic distribution of the proposed estimator and discuss its properties using some theoretical proofs and a simulation study. A real numerical application is also provided for mor...