Combining estimators to improve structural model estimation and inference under quadratic loss

DOI10.1016/j.jeconom.2004.08.006zbMath1334.62042OpenAlexW2050485838MaRDI QIDQ265010

George G. Judge, Ron C. Mittelhammer

Publication date: 1 April 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2004.08.006

zbMATH Keywords

semiparametric estimationinstrumental variablesquadratic losscombined estimatorsdata dependent shrinkage

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Ridge regression; shrinkage estimators (Lasso) (62J07) Nonparametric estimation (62G05)

Related Items (1)

Estimation and inference in the case of competing sets of estimating equations

Uses Software

• bootstrap

Cites Work

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