Instrumental variable estimation based on grouped data

DOI10.1111/j.1467-9574.2005.00296.xzbMath1069.62017OpenAlexW1965788804MaRDI QIDQ5313462

Jan van der Ploeg, Paul A. Bekker

Publication date: 1 September 2005

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9574.2005.00296.x

zbMATH Keywords

generalized method of momentslimited information maximum likelihoodnatural experimentslinear functional relationshipgroup asymptoticsmany-instruments asymptotics

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Point estimation (62F10) Monte Carlo methods (65C05) Applications of statistics (62P99)

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Cites Work

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• Grouped-data estimation and testing in simple labor-supply models
• Panel data from time series of cross-sections
• GMM inference when the number of moment conditions in large
• Estimating structural and functional relationships
• Bounds on the Expectation of a Convex Function of a Multivariate Random Variable
• Choosing the Number of Instruments