On the asymptotic optimality of the LIML estimator with possibly many instruments
Autor: | Anderson, T.W., Kunitomo, Naoto, Matsushita, Yukitoshi |
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Zdroj: | In Journal of Econometrics 2010 157(2):191-204 |
Databáze: | ScienceDirect |
Externí odkaz: |
Autor: | Anderson, T.W., Kunitomo, Naoto, Matsushita, Yukitoshi |
---|---|
Zdroj: | In Journal of Econometrics 2010 157(2):191-204 |
Databáze: | ScienceDirect |
Externí odkaz: |