Regularized LIML for many instruments (Q494179): Difference between revisions

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+The LIML estimator has finite moments!
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+On the asymptotic optimality of the LIML estimator with possibly many instruments
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+INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT
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+Determining the Number of Factors in Approximate Factor Models
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+Alternative Approximations to the Distributions of Instrumental Variable Estimators
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+Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain
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+Consumption and Portfolio Decisions when Expected Returns are Time Varying
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+Simultaneous selection and weighting of moments in GMM using a trapezoidal kernel
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+A regularization approach to the many instruments problem
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+Efficient estimation of general dynamic models with a continuum of moment conditions
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+ON THE ASYMPTOTIC EFFICIENCY OF GMM
@@ Property / cites work: ON THE ASYMPTOTIC EFFICIENCY OF GMM / rank @@
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+GENERALIZATION OF GMM TO A CONTINUUM OF MOMENT CONDITIONS
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+Legal Institutions, Sectoral Heterogeneity, and Economic Development
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+Consistent Estimation with a Large Number of Weak Instruments
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+ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS
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+Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
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+Higher moment estimators for linear regression models with errors in the variables
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+Choosing the Number of Instruments
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+Some Properties of a Modification of the Limited Information Estimator
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+Finite Sample Evidence Suggesting a Heavy Tail Problem of the Generalized Empirical Likelihood Estimator
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+A MONTE CARLO COMPARISON OF VARIOUS ASYMPTOTIC APPROXIMATIONS TO THE DISTRIBUTION OF INSTRUMENTAL VARIABLES ESTIMATORS
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+Instrumental variables estimation with many weak instruments using regularized JIVE
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+Properties of the CUE estimator and a modification with moments
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+Instrumental variable estimation with heteroskedasticity and many instruments
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+Normal Multivariate Analysis and the Orthogonal Group
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+Factor-GMM estimation with large sets of possibly weak instruments
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+Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression
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+Linear integral equations.
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+Kernel-weighted GMM estimators for linear time series models
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+Asymptotic optimality of \(C_ L\) and generalized cross-validation in ridge regression with application to spline smoothing
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+Asymptotic optimality for \(C_ p\), \(C_ L\), cross-validation and generalized cross-validation: Discrete index set
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+Some Comments on C P
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+The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Simultaneous Equations
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+Generalized Method of Moments With Many Weak Moment Conditions
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+Instrumental variable estimation in the presence of many moment conditions
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+Instrumental Variables Regression with Weak Instruments
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+Q4066417
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+Weak convergence and empirical processes. With applications to statistics
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