Minimum distance approach to inference with many instruments
Year of publication: |
May 2018
|
---|---|
Authors: | Kolesár, Michal |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 204.2018, 1, p. 86-100
|
Subject: | Instrumental variables | Minimum distance | Incidental parameters | Random effects | Many instruments | Misspecification | Limited information maximum likelihood | Bias-corrected two-stage least squares | Schätztheorie | Estimation theory | IV-Schätzung |
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