LIML in the static linear panel data model

DOI10.1080/07474938.2015.1114566OpenAlexW2326507290MaRDI QIDQ5864470

Tom Wansbeek, Dennis Prak

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

zbMATH Keywords

panel dataweak instrumentsLIMLmany-instruments asymptoticsBekker standard errors

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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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