LIML in the static linear panel data model
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Cites work
- Alternative Approximations to the Distributions of Instrumental Variable Estimators
- Confluence Analysis by Means of Lag Moments and Other Methods of Confluence Analysis
- Efficient Estimation Using Panel Data
- Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
- Instrumental variable estimation with heteroskedasticity and many instruments
- Instrumental-Variable Estimation of an Error-Components Model
- Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods
- Measurement error in a single regressor
- Panel Data and Unobservable Individual Effects
- Some properties of the LIML estimator in a dynamic panel structural equation
- The Asymptotic Properties of Estimates of the Parameters of a Single Equation in a Complete System of Stochastic Equations
- The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Simultaneous Equations
- The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators
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