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

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+Estimating linear statistical relationships
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+Evaluation of the Distribution Function of the Limited Information Maximum Likelihood Estimator
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+Choosing the Number of Instruments
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+Some Properties of a Modification of the Limited Information Estimator
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+OPTIMAL INFERENCE WITH MANY INSTRUMENTS
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+MANY INSTRUMENTS ASYMPTOTIC APPROXIMATIONS UNDER NONNORMAL ERROR DISTRIBUTIONS
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