A shrinkage instrumental variable estimator for large datasets
Year of publication: |
2008
|
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Authors: | Carriero, Andrea ; Kapetanios, George ; Marcellino, Massimiliano |
Publisher: |
London : Queen Mary University of London, Department of Economics |
Subject: | Schätztheorie | Bayes-Statistik | Panel | Theorie | Instrumental variable estimation | 2SLS | Shrinkage | Bayesian regression |
Series: | Working Paper ; 626 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 561248443 [GVK] hdl:10419/62881 [Handle] |
Classification: | C13 - Estimation ; C23 - Models with Panel Data ; C51 - Model Construction and Estimation |
Source: |
-
A Shrinkage Instrumental Variable Estimator for Large Datasets
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Cross-sectional averaging and instrumental variable estimation with many weak instruments
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Cross-sectional Averaging and Instrumental Variable Estimation with Many Weak Instruments
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