A Modified Stein-like Estimator for the Reduced Form Coefficients of Simultaneous Equations
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Publication:4160264
DOI10.2307/1914241zbMATH Open0382.62052OpenAlexW2041479770MaRDI QIDQ4160264FDOQ4160264
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
Cited In (20)
- A combined estimator in the simple errors-in-variables model
- The polar confidence curve for a ratio
- A weighted average limited information maximum likelihood estimator
- Confidence intervals for intentionally biased estimators
- Econometric Reviews honors Esfandiar Maasoumi
- Reduced forms and weak instrumentation
- A monte carlo study of collinearity in linear simultaneous equation models∗
- A ridge-like method for simultaneous estimation of simultaneous equations
- Minimizing sensitivity to model misspecification
- Generalized aggregation of misspecified models: with an application to asset pricing
- Location properties of point estimators in linear instrumental variables and related models
- Instrumental variable model average with applications in Mendelian randomization
- A Stein-like estimator for linear panel data models
- Stein-like 2SLS estimator
- Shrinkage estimation of panel data models with interactive effects
- Shrinkage estimation and forecasting in dynamic regression models under structural instability
- Shrinkage estimation in nonlinear regression: The Box-Cox transformation
- On the interactions of unit roots and exogeneity
- Reduced form estimation and prediction from uncertain structural models. A generic approach
- On the relevance of first-order asymptotic theory to economics. (With rejoinder)
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