On finite sample properties of alternative estimators of coefficients in a structural equation with many instruments
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Publication:738046
DOI10.1016/j.jeconom.2011.05.006zbMath1441.62588OpenAlexW2037337792MaRDI QIDQ738046
T. W. Anderson, Yukitoshi Matsushita, Naoto Kunitomo
Publication date: 12 August 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2011.05.006
GMMempirical likelihoodlimited information maximum likelihoodfinite sample propertiesnonlinear LIMLsimultaneous equations with many instruments
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