LIML in the static linear panel data model
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Publication:5864470
DOI10.1080/07474938.2015.1114566OpenAlexW2326507290MaRDI QIDQ5864470
Publication date: 7 June 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474938.2015.1114566
Related Items (3)
Instrumental variables estimation in large heterogeneous panels with multifactor structure ⋮ ML and GMM with concentrated instruments in the static panel data model ⋮ Peter Schmidt: Econometrician and consummate professional
Cites Work
- Some properties of the LIML estimator in a dynamic panel structural equation
- Measurement error in a single regressor
- Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods
- Instrumental-Variable Estimation of an Error-Components Model
- The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Simultaneous Equations
- Efficient Estimation Using Panel Data
- Panel Data and Unobservable Individual Effects
- Alternative Approximations to the Distributions of Instrumental Variable Estimators
- Instrumental variable estimation with heteroskedasticity and many instruments
- The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators
- Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
- The Asymptotic Properties of Estimates of the Parameters of a Single Equation in a Complete System of Stochastic Equations
- Confluence Analysis by Means of Lag Moments and Other Methods of Confluence Analysis
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