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

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Estimating linear statistical relationships / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Asymptotic Properties of Estimates of the Parameters of a Single Equation in a Complete System of Stochastic Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Evaluation of the Distribution Function of the Limited Information Maximum Likelihood Estimator / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the asymptotic optimality of the LIML estimator with possibly many instruments / rank
 
Normal rank
Property / cites work
 
Property / cites work: Alternative Approximations to the Distributions of Instrumental Variable Estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Consistent Estimation with a Large Number of Weak Instruments / rank
 
Normal rank
Property / cites work
 
Property / cites work: ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some Properties of a Modification of the Limited Information Estimator / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3911791 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Instrumental variable estimation with heteroskedasticity and many instruments / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4328700 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic Expansions of the Distributions of Estimators in a Linear Functional Relationship and Simultaneous Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: A third order optimum property of the ML estimator in a linear functional relationship model and simultaneous equation system in econometrics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic expansions and higher order properties of semi-parametric estimators in a system of simultaneous equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Approximate Distributions of k-Class Estimators when the Degree of Overidentifiability is Large Compared with the Sample Size / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2756704 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical likelihood and general estimating equations / rank
 
Normal rank

Latest revision as of 01:08, 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
    0 references
    27 December 2012
    0 references
    0 references
    0 references
    0 references
    0 references
    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