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Analytical finite sample econometrics : from A. L. Nagar to now
Bao, Yong
;
Ullah, Aman
- In:
Journal of quantitative economics
19
(
2021
),
pp. 17-37
Persistent link: https://www.econbiz.de/10013441704
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Finite sample bias corrected IV estimation for weak and many instruments
Harding, Matthew C.
;
Hausman, Jerry A.
;
Palmer, …
-
2015
(1962) that dominates
k-class
estimators
(including 2SLS), especially in the cases of weak and/or many instruments. We …
Persistent link: https://www.econbiz.de/10011300710
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