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On finite sample properties of alternative estimators of coefficients in a structural equation with many instruments - MaRDI portal

On finite sample properties of alternative estimators of coefficients in a structural equation with many instruments (Q738046)

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scientific article; zbMATH DE number 6616792
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English
On finite sample properties of alternative estimators of coefficients in a structural equation with many instruments
scientific article; zbMATH DE number 6616792

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    On finite sample properties of alternative estimators of coefficients in a structural equation with many instruments (English)
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    12 August 2016
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    finite sample properties
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    empirical likelihood
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    GMM
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    simultaneous equations with many instruments
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    limited information maximum likelihood
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    nonlinear LIML
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