An optimal modification of the LIML estimation for many instruments and persistent hetero\-sce\-dasticity (Q1926017): Difference between revisions
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Revision as of 22:53, 19 March 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)
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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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