On the asymptotic optimality of the LIML estimator with possibly many instruments (Q736512)

From MaRDI portal
scientific article
Language Label Description Also known as
English
On the asymptotic optimality of the LIML estimator with possibly many instruments
scientific article

    Statements

    On the asymptotic optimality of the LIML estimator with possibly many instruments (English)
    0 references
    0 references
    0 references
    0 references
    4 August 2016
    0 references
    0 references
    0 references
    0 references
    0 references
    structural equation
    0 references
    simultaneous equations system
    0 references
    many instruments
    0 references
    many weak instruments
    0 references
    limited information maximum likelihood
    0 references
    asymptotic optimality
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references