On the asymptotic optimality of the LIML estimator with possibly many instruments (Q736512)
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scientific article; zbMATH DE number 6609143
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the asymptotic optimality of the LIML estimator with possibly many instruments |
scientific article; zbMATH DE number 6609143 |
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On the asymptotic optimality of the LIML estimator with possibly many instruments (English)
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4 August 2016
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structural equation
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simultaneous equations system
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many instruments
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many weak instruments
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limited information maximum likelihood
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asymptotic optimality
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