Pages that link to "Item:Q1584773"
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The following pages link to Asymptotic probability concentrations and finite sample properties of modified LIML estimators for equations with more than two endogeneous variables (Q1584773):
Displaying 5 items.
- On the asymptotic optimality of the LIML estimator with possibly many instruments (Q736512) (← links)
- Efficient estimation of limited dependent variable models with endogenous explanatory variables (Q1097623) (← links)
- Further consequences of viewing LIML as an iterated Aitken estimator. (Q1586545) (← links)
- An optimal modification of the LIML estimation for many instruments and persistent hetero\-sce\-dasticity (Q1926017) (← links)
- Estimation with weak instruments: Accuracy of higher‐order bias and MSE approximations (Q3156197) (← links)