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subject:"Monte Carlo simulation"
~isPartOf:"Annals of economics and statistics"
~person:"Carrasco, Marine"
~person:"Fiebig, Denzil G."
~person:"Newey, Whitney K."
~subject:"Heteroskedastizität"
~subject:"Monte-Carlo-Simulation"
~subject:"Schätztheorie"
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Monte Carlo simulation
Heteroskedastizität
Monte-Carlo-Simulation
Schätztheorie
Estimation theory
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Jackknife
1
Many Instruments
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Mean Square Error
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Regularization Methods
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Carrasco, Marine
Fiebig, Denzil G.
Newey, Whitney K.
Florens, Jean-Pierre
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Gouriéroux, Christian
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Monfort, Alain
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Efficient estimation using regularized Jackknife IV estimator
Carrasco, Marine
;
Doukali, Mohamed
- In:
Annals of economics and statistics
128
(
2017
),
pp. 109-149
Persistent link: https://www.econbiz.de/10011776889
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