The work of three leading figures in the early history of econometrics is used to motivate some recent developments in … squares regressions throughout the entire range of problem sizes encountered in econometrics …

conditions that allow for both mildly ill-posed and severely ill-posed cases. We show that both a simple projection estimator for … the NPIR model, and a sieve minimum distance estimator for the NPIV model, can achieve the minimax risk lower bounds, and …