Minimum distance approach to inference with many instruments (Q1745618)

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Minimum distance approach to inference with many instruments
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    Minimum distance approach to inference with many instruments (English)
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    18 April 2018
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    instrumental variables
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    minimum distance
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    incidental parameters
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    random effects
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    many instruments
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    misspecification
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    limited information maximum likelihood
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    bias-corrected two-stage least squares
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    confidence intervals
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