A weighted average limited information maximum likelihood estimator

DOI10.1007/S00362-023-01485-2MaRDI QIDQ6581289zbMATH OpenFDO

Authors Muhammad Qasim

Publication date 30 July 2024

Published in Statistical Papers (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S00362-023-01485-2

zbMATH Keywords

2SLSendogeneityinstrumental variablesLIMLmany weak instrumentsshrinkage estimatorstein estimation

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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