Some Properties of a Modification of the Limited Information Estimator

Cited in

(57)

Instrumental variable estimator for the nonlinear errors-in-variables model
A reinterpretation of the tests of overidentifying restrictions
A ridge-like method for simultaneous estimation of simultaneous equations
Regularizing double machine learning in partially linear endogenous models
Optimizing in the class of Fuller modified limited information maximum likelihood estimators
The finite sample properties of simultaneous equations' estimates and estimators. Bayesian and non-Bayesian approaches
Asymptotic probability concentrations and finite sample properties of modified LIML estimators for equations with more than two endogeneous variables
Approximating and reducing bias in 2SLS estimation of dynamic simultaneous equation models
Linear model IV estimation when instruments are many or weak
Instrumental variable analysis with censored data in the presence of many weak instruments: application to the effect of being sentenced to prison on time to employment
On bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson-Rubin test under conditional homoskedasticity
Modified three-stage least squares estimator which is third-order efficient
Bayesian and classical approaches to instrumental variable regression
Limited information estimation and testing subject to linear constraints
An optimal modification of the LIML estimation for many instruments and persistent hetero\-sce\-dasticity
Asymptotic properties of the Hahn-Hausman test for weak-instruments
Robust estimation with many instruments
Two-sample instrumental variable analyses using heterogeneous samples
Jackknife instrumental variable estimation with heteroskedasticity
A solution to the weak instrument bias in 2SLS estimation: indirect inference with stochastic approximation
Conditional moment models under semi-strong identification
Instrumental variables estimation with many weak instruments using regularized JIVE
Tests based on t-statistics for IV regression with weak instruments
Testing overidentifying restrictions with many instruments and heteroskedasticity
Second-order refinements for \(t\)-ratios with many instruments
Performance of conditional Wald tests in IV regression with weak instruments
A semi-parametric Bayesian approach to the instrumental variable problem
Generalized maximum entropy analysis of the linear simultaneous equations model
OPTIMAL INVARIANT INFERENCE WHEN THE NUMBER OF INSTRUMENTS IS LARGE
Asymptotic distribution of JIVE in a heteroskedastic IV regression with many instruments
Finite Sample Evidence Suggesting a Heavy Tail Problem of the Generalized Empirical Likelihood Estimator
Do better schools lead to more growth? Cognitive skills, economic outcomes, and causation
A combined estimator in the simple errors-in-variables model
Regularized LIML for many instruments
Instrumental variable estimation of factor models with possibly many variables
Adaptive k-class estimation in high-dimensional linear models
Finite Sample Properties of the Two-Step Empirical Likelihood Estimator
Exact and asymptotic identification-robust inference for dynamic structural equations with an application to New Keynesian Phillips Curves
Location properties of point estimators in linear instrumental variables and related models
Efficient estimation with many weak instruments using regularization techniques
Bootstrap inference for instrumental variable models with many weak instruments
Investigating the asymptotic properties of import elasticity estimates
Jackknife estimation of a cluster-sample IV regression model with many weak instruments
A conditional linear combination test with many weak instruments
On the power of the conditional likelihood ratio and related tests for weak-instrument robust inference
Semiparametric Bayes instrumental variable estimation with many weak instruments
A jackknife Lagrange multiplier test with many weak instruments
Wild bootstrap inference for instrumental variables regressions with weak and few clusters
A weighted average limited information maximum likelihood estimator
An asymptotically optimal two-sample instrumental variables estimation using many instruments
Higher-order approximation of IV estimators with invalid instruments
On the asymptotic optimality of the LIML estimator with possibly many instruments
The LIML estimator has finite moments!
Properties of the CUE estimator and a modification with moments
Optimal inference for instrumental variables regression with non-Gaussian errors
A third order optimum property of the ML estimator in a linear functional relationship model and simultaneous equation system in econometrics
Dualism and cross-country growth regressions

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