Constructing Optimal Instruments by First-Stage Prediction Averaging (Q3564695)

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Constructing Optimal Instruments by First-Stage Prediction Averaging
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    Constructing Optimal Instruments by First-Stage Prediction Averaging (English)
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    26 May 2010
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    model averaging
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    instrumental variable
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    many instruments
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    two-stage least squares
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    LIML
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    Fuller's estimator
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    higher order theory
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