Choosing the optimal set of instruments from large instrument sets

Computational Statistics and Data Analysis

Volumn 51, Issue 2, 2006, Pages 612-620

  Kapetanios, George ^a  

^a QUEEN MARY UNIVERSITY OF LONDON   (United Kingdom)

Author keywords

Genetic algorithms; Instrumental variables; MSE; Simulated annealing

Indexed keywords

ASYMPTOTIC STABILITY; GENETIC ALGORITHMS; LEAST SQUARES APPROXIMATIONS; OPTIMIZATION; SIMULATED ANNEALING;

ASYMPTOTIC THEORY; INSTRUMENT SETS; INSTRUMENTAL VARIABLES (IV); MEAN SQUARE ERRORS (MSE);

PARAMETER ESTIMATION;

EID: 33750312332     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2005.12.022     Document Type: Article

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