An optimal modification of the LIML estimation for many instruments and persistent hetero\-sce\-dasticity (Q1926017): Difference between revisions
From MaRDI portal
Latest revision as of 00:08, 6 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | An optimal modification of the LIML estimation for many instruments and persistent hetero\-sce\-dasticity |
scientific article |
Statements
An optimal modification of the LIML estimation for many instruments and persistent hetero\-sce\-dasticity (English)
0 references
27 December 2012
0 references
estimation of structural equations
0 references
estimating equation estimation
0 references
reduced rank regression
0 references
AOM-LIML
0 references
asymptotic optimality
0 references
0 references
0 references
0 references
0 references