CUE with many weak instruments and nearly singular design

DOI10.1016/j.jeconom.2012.05.014zbMath1443.62435OpenAlexW1970026677WikidataQ57430336 ScholiaQ57430336MaRDI QIDQ528057

Neşe Yıldız, Mehmet Caner

Publication date: 12 May 2017

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

Full work available at URL: http://www.sciencedirect.com/science/article/pii/S0304407612001261

zbMATH Keywords

variancebiassingular matrix

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items

Nearly-singular design in GMM and generalized empirical likelihood estimators ⋮ Finite sample properties of the GMM Anderson–Rubin test ⋮ Efficient Estimation with Many Weak Instruments Using Regularization Techniques

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