ML and GMM with concentrated instruments in the static panel data model
Year of publication: |
2020
|
---|---|
Authors: | Bekker, Paul A. ; Essen, Jelle van |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 1532-4168, ZDB-ID 2041746-9. - Vol. 39.2020, 2, p. 181-195
|
Subject: | Bekker standard errors | LIML | many-instruments asymptotics | panel data | weak instruments | Panel | Panel study | Momentenmethode | Method of moments | Schätztheorie | Estimation theory | Statistischer Fehler | Statistical error |
-
LIML in the static linear panel data model
Wansbeek, Tom, (2017)
-
Consistent estimation of linear panel data models with measurement error
Meijer, Erik, (2015)
-
Racicot, François-Éric, (2015)
- More ...
-
Finite-Sample Instrumental Variables Inference using an Asymptotically Pivotal Statistic
Bekker, Paul A., (2001)
-
The positive semidefiniteness of partitioned matrices
Bekker, Paul A., (1988)
-
Merckens, Arjen, (1988)
- More ...