Choosing instrumental variables in conditional moment restriction models
DOI10.1016/j.jeconom.2008.10.013zbMath1431.62113OpenAlexW1988362384WikidataQ108880103 ScholiaQ108880103MaRDI QIDQ2628860
Stephen G. Donald, Guido W. Imbens, Whitney K. Newey
Publication date: 18 July 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://hdl.handle.net/1721.1/53516.2
mean squared errorgeneralized method of momentsgeneralized empirical likelihoodconditional moment restrictions
Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
Related Items (18)
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