A Modified Stein-like Estimator for the Reduced Form Coefficients of Simultaneous Equations

DOI10.2307/1914241MaRDI QIDQ4160264zbMATH OpenOpenAlexFDO

Authors Esfandiar Maasoumi

Publication date 1978

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1914241

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

Cited in

(20)

• On the interactions of unit roots and exogeneity
• Instrumental variable model average with applications in Mendelian randomization
• Reduced form estimation and prediction from uncertain structural models. A generic approach
• Reduced forms and weak instrumentation
• Shrinkage estimation and forecasting in dynamic regression models under structural instability
• A weighted average limited information maximum likelihood estimator
• Confidence intervals for intentionally biased estimators
• A ridge-like method for simultaneous estimation of simultaneous equations
• Econometric Reviews honors Esfandiar Maasoumi
• A monte carlo study of collinearity in linear simultaneous equation models^∗
• On the relevance of first-order asymptotic theory to economics. (With rejoinder)
• Generalized aggregation of misspecified models: with an application to asset pricing
• Stein-like 2SLS estimator
• The polar confidence curve for a ratio
• Shrinkage estimation in nonlinear regression: The Box-Cox transformation
• Location properties of point estimators in linear instrumental variables and related models
• A combined estimator in the simple errors-in-variables model
• Shrinkage estimation of panel data models with interactive effects
• Minimizing sensitivity to model misspecification
• A Stein-like estimator for linear panel data models

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