Shrinkage GMM estimation in conditional moment restriction models (Q2919543)
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scientific article; zbMATH DE number 6090146
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Shrinkage GMM estimation in conditional moment restriction models |
scientific article; zbMATH DE number 6090146 |
Statements
4 October 2012
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higher order expansions
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instrumental variables estimation
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many instruments problem
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shrinkage method
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Shrinkage GMM estimation in conditional moment restriction models (English)
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