Shrinkage GMM Estimation in Conditional Moment Restriction Models (Q2919543)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Shrinkage GMM Estimation in Conditional Moment Restriction Models |
scientific article |
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Shrinkage GMM Estimation in Conditional Moment Restriction Models (English)
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4 October 2012
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higher order expansions
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instrumental variables estimation
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many instruments problem
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shrinkage method
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