An optimal modification of the LIML estimation for many instruments and persistent hetero\-sce\-dasticity (Q1926017)
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scientific article; zbMATH DE number 6118530
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| English | An optimal modification of the LIML estimation for many instruments and persistent hetero\-sce\-dasticity |
scientific article; zbMATH DE number 6118530 |
Statements
An optimal modification of the LIML estimation for many instruments and persistent hetero\-sce\-dasticity (English)
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27 December 2012
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estimation of structural equations
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estimating equation estimation
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reduced rank regression
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AOM-LIML
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asymptotic optimality
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0.91683674
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0.8657508
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0.8579786
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0.8549359
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0.85298413
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