CUE with many weak instruments and nearly singular design
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Publication:528057
DOI10.1016/j.jeconom.2012.05.014zbMath1443.62435OpenAlexW1970026677WikidataQ57430336 ScholiaQ57430336MaRDI QIDQ528057
Publication date: 12 May 2017
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://www.sciencedirect.com/science/article/pii/S0304407612001261
Related Items
Nearly-singular design in GMM and generalized empirical likelihood estimators ⋮ Finite sample properties of the GMM Anderson–Rubin test ⋮ Efficient Estimation with Many Weak Instruments Using Regularization Techniques
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