Pages that link to "Item:Q1926017"
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The following pages link to An optimal modification of the LIML estimation for many instruments and persistent hetero\-sce\-dasticity (Q1926017):
Displaying 11 items.
- Regularized LIML for many instruments (Q494179) (← links)
- On the consistency of the LIML estimator of a spatial autoregressive model with many instruments (Q694923) (← links)
- On the asymptotic optimality of the LIML estimator with possibly many instruments (Q736512) (← links)
- On finite sample properties of alternative estimators of coefficients in a structural equation with many instruments (Q738046) (← links)
- Asymptotic probability concentrations and finite sample properties of modified LIML estimators for equations with more than two endogeneous variables (Q1584773) (← links)
- Further consequences of viewing LIML as an iterated Aitken estimator. (Q1586545) (← links)
- The limited information maximum likelihood approach to dynamic panel structural equation models (Q2255166) (← links)
- Jackknife instrumental variable estimation with heteroskedasticity (Q2343811) (← links)
- Instrumental variable estimation of factor models with possibly many variables (Q5085967) (← links)
- ASYMPTOTICS OF DIAGONAL ELEMENTS OF PROJECTION MATRICES UNDER MANY INSTRUMENTS/REGRESSORS (Q5349013) (← links)
- Joint inference based on Stein-type averaging estimators in the linear regression model (Q6108315) (← links)
