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December 2nd, 2013, 08:26 AM   #1
Joined: Dec 2013

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TSLS identical to OLS?

given a model with a single regressor y(i) = Bx(i) + u(i)

let an instrumental variable z(i) = x(i)

How can you show that, in this case, the TSLS estimator is equal to the OLS estimator?

Thanks for any help!
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identical, ols, tsls

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