Linear instrumental variables model averaging estimation
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Publication:1621352
DOI10.1016/j.csda.2013.05.008zbMath1471.62134OpenAlexW2139990990MaRDI QIDQ1621352
Vasco J. Gabriel, Luis F. Martins
Publication date: 8 November 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: http://epubs.surrey.ac.uk/805042/1/mg_ivma_finalLM.pdf
Applications of statistics to economics (62P20) Computational methods for problems pertaining to statistics (62-08)
Related Items
Model averaging based on generalized method of moments ⋮ Nonparametric instrument model averaging ⋮ Over-identified doubly robust identification and estimation
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