Pages that link to "Item:Q5639180"

The following pages link to The Exact Finite-Sample Distribution of the Limited-Information Maximum Likelihood Estimator in the Case of Two Included Endogenous Variables (Q5639180):

Displaying 15 items.

• Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction (Q276930) (← links)
• The LIML estimator has finite moments! (Q736531) (← links)
• On finite sample properties of alternative estimators of coefficients in a structural equation with many instruments (Q738046) (← links)
• Simultaneous equation estimation from undersized samples (Q1052791) (← links)
• Reduced form estimation and prediction from uncertain structural models. A generic approach (Q1072326) (← links)
• Finite-sample properties of single-equation estimators under structural change (Q1194028) (← links)
• Some large-concentration-parameter asymptotics for the k-class estimators (Q1215242) (← links)
• Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior (Q1305651) (← links)
• Higher moment estimators for linear regression models with errors in the variables (Q1362036) (← links)
• Further consequences of viewing LIML as an iterated Aitken estimator. (Q1586545) (← links)
• Bayesian and classical approaches to instrumental variable regression (Q1870095) (← links)
• Parameter orthogonalization and Bayesian inference with many instruments (Q2275668) (← links)
• Bootstrap inference in a linear equation estimated by instrumental variables (Q3548518) (← links)
• Least-squares, Yule-Walker, and overdetermined Yule—Walker estimation of AR parameters: a Monte Carlo analysis of finite-sample properties (Q3728779) (← links)
• Location Properties of Point Estimators in Linear Instrumental Variables and Related Models (Q5863560) (← links)