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On the Use of Principal Components of Independent Variables in Two-Stage Least-Squares Estimation

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Publication:5543170
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DOI10.2307/2525526zbMath0161.15902OpenAlexW2317350406MaRDI QIDQ5543170

Takeshi Amemiya

Publication date: 1966

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2525526


zbMATH Keywords

statistics



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Challenges for Panel Financial Analysis ⋮ New Bayesian approach to the estimation in simultaneous equations model ⋮ Factor-GMM estimation with large sets of possibly weak instruments ⋮ INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT ⋮ A regularization approach to the many instruments problem ⋮ Coefficients of correlation for simultaneous equation systems ⋮ The bias and mean squared error of forecasts from partially restricted reduced form ⋮ Instrumental variables estimation with many weak instruments using regularized JIVE ⋮ Optimal instruments when the disturbances are small ⋮ Reduced form estimation and prediction from uncertain structural models. A generic approach




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