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You Started Your Econometrics Course by Studying the OLS Estimator

Question 46

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You started your econometrics course by studying the OLS estimator extensively, first for the simple regression case and then for extensions of it. You have now learned about the instrumental variable estimator. Under what situation would you prefer one to the other? Be specific in explaining under which situations one estimation method generates superior results.

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Under the OLS assumptions, the OLS estim...

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