On the asymptotic optimality of the LIML estimator with possibly many instruments (Q736512): Difference between revisions

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+https://doi.org/10.1016/j.jeconom.2009.12.001
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+W1982207278
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+Q4117258
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+Estimating linear statistical relationships
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+Origins of the limited information maximum likelihood and two-stage least squares estimators
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+Evaluation of the Distribution Function of the Limited Information Maximum Likelihood Estimator
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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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+OPTIMAL INFERENCE WITH MANY INSTRUMENTS
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+MANY INSTRUMENTS ASYMPTOTIC APPROXIMATIONS UNDER NONNORMAL ERROR DISTRIBUTIONS
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