Instrumental variable estimation in the presence of many moment conditions

Journal of Econometrics

Volumn 165, Issue 1, 2011, Pages 70-86

  Okui, Ryo ^a  

^a KYOTO UNIVERSITY   (Japan)

Author keywords

Instrumental variables; LIML; Shrinkage estimator; TSLS

Indexed keywords

ASYMPTOTIC MEAN SQUARE ERROR; CLOSED FORM; INSTRUMENTAL VARIABLES; LIML; MONTE CARLO STUDY; SELECTION PROCEDURES; SHRINKAGE ESTIMATOR; SHRINKAGE PARAMETER; TSLS; TWO-STEP PROCESS;

ASYMPTOTIC ANALYSIS; INSTRUMENTS; MONTE CARLO METHODS; SHRINKAGE;

ESTIMATION;

EID: 80053331193     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2011.05.007     Document Type: Article

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