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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