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

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Revision as of 01:05, 5 March 2024

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On the asymptotic optimality of the LIML estimator with possibly many instruments
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    On the asymptotic optimality of the LIML estimator with possibly many instruments (English)
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    4 August 2016
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    structural equation
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    simultaneous equations system
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    many instruments
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    many weak instruments
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    limited information maximum likelihood
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    asymptotic optimality
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