An optimal modification of the LIML estimation for many instruments and persistent hetero\-sce\-dasticity (Q1926017): Difference between revisions

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Latest revision as of 00:08, 6 July 2024

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An optimal modification of the LIML estimation for many instruments and persistent hetero\-sce\-dasticity
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    An optimal modification of the LIML estimation for many instruments and persistent hetero\-sce\-dasticity (English)
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    27 December 2012
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    estimation of structural equations
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    estimating equation estimation
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    reduced rank regression
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    AOM-LIML
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    asymptotic optimality
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