On finite sample properties of alternative estimators of coefficients in a structural equation with many instruments
Year of publication: |
2011
|
---|---|
Authors: | Anderson, T.W. ; Kunitomo, Naoto ; Matsushita, Yukitoshi |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 165.2011, 1, p. 58-69
|
Publisher: |
Elsevier |
Subject: | Finite sample properties | Empirical likelihood | GMM | Simultaneous equations with many instruments | Limited information maximum likelihood | Nonlinear LIML |
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