A comparative study of three data-based methods of instrument selection
type: Item
instance of: scholarly article
title: A comparative study of three data-based methods of instrument selection
zbMATH Open document ID: 1190.62197
author: Gunce Eryuruk
author: Alastair Hall
author: Kalidas Jana
published in: Economics Letters
publication date: 2009-12-21T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 5650995
zbMATH Keywords: instrument selection
zbMATH Keywords: canonical correlations information criterion
zbMATH Keywords: relevant moments selection criterion
zbMATH Keywords: approximate mean square error criterion
zbMATH Keywords: two-stage least squares
MaRDI profile type: Publication
full work available at URL: j.econlet.2009.08.022
OpenAlex ID: W1966612227
cites work: Consistent Moment Selection Procedures for Generalized Method of Moments Estimation
cites work: Choosing the Number of Instruments
cites work: A Consistent Method for the Selection of Relevant Instruments
cites work: Information in generalized method of moments estimation and entropy-based moment selection
cites work: Estimating the dimension of a model
DOI: 10.1016/J.ECONLET.2009.08.022
description: scientific article; zbMATH DE number 5650995