Alternative Approximations to the Distributions of Instrumental Variable Estimators
type: Item
instance of: scholarly article
title: Alternative Approximations to the Distributions of Instrumental Variable Estimators
zbMATH Open document ID: 0795.62102
DOI: 10.2307/2951662
author: Paul A. Bekker
published in: Econometrica
publication date: 1994-09-18T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62H12
zbMATH DE Number: 605481
zbMATH Keywords: Pitman nearness
zbMATH Keywords: asymptotic approximations
zbMATH Keywords: instrumental variables
zbMATH Keywords: ordinary least squares
zbMATH Keywords: limited information maximum likelihood
zbMATH Keywords: Monte Carlo
zbMATH Keywords: method-of-moments estimators
zbMATH Keywords: single equation
zbMATH Keywords: first-order approximations
zbMATH Keywords: normality
zbMATH Keywords: parameter sequence
zbMATH Keywords: moments
zbMATH Keywords: limit distributions
zbMATH Keywords: new approximate confidence regions
zbMATH Keywords: shrinkage estimator
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 605481