Alternative Approximations to the Distributions of Instrumental Variable Estimators
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Publication:4301030
DOI10.2307/2951662zbMath0795.62102MaRDI QIDQ4301030
Publication date: 18 September 1994
Published in: Econometrica (Search for Journal in Brave)
momentsnormalityMonte Carloshrinkage estimatorsingle equationlimit distributionsordinary least squaresinstrumental variablesasymptotic approximationslimited information maximum likelihoodPitman nearnessparameter sequencefirst-order approximationsmethod-of-moments estimatorsnew approximate confidence regions
Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05)
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