Shrinkage GMM estimation in conditional moment restriction models
type: Item
instance of: scholarly article
zbMATH Open document ID: 1248.62123
author: Ryo Okui
publication date: 2012-10-04T00:00:00Z
full work available at URL: https://www.jstage.jst.go.jp/A_PRedirectJournalInit
Mathematics Subject Classification ID: 62J07
Mathematics Subject Classification ID: 65C60
zbMATH DE Number: 6090146
zbMATH Keywords: higher order expansions
zbMATH Keywords: instrumental variables estimation
zbMATH Keywords: many instruments problem
zbMATH Keywords: shrinkage method
MaRDI profile type: Publication
OpenAlex ID: W2101544902
DOI: 10.14490/JJSS.39.239
title: Shrinkage GMM estimation in conditional moment restriction models
published in: Journal of the Japan Statistical Society
description: scientific article; zbMATH DE number 6090146