Stein-like 2SLS estimator
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Publication:5864651
DOI10.1080/07474938.2017.1307579OpenAlexW2603669332MaRDI QIDQ5864651
Publication date: 8 June 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474938.2017.1307579
Related Items (6)
Using invalid instruments on purpose: focused moment selection and averaging for GMM ⋮ A James-Stein-type adjustment to bias correction in fixed effects panel models ⋮ Minimizing sensitivity to model misspecification ⋮ Joint inference based on Stein-type averaging estimators in the linear regression model ⋮ PMSE dominance of the positive-part shrinkage estimator in a regression model with proxy variables ⋮ Shrinkage estimation of panel data models with interactive effects
Cites Work
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- A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution
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