Minimum distance approach to inference with many instruments (Q1745618)
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English | 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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