A Minimum-Distance Interpretation of Limited-Information Estimation
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Cited by:
- Paul A. Bekker & Jan van der Ploeg, 2000. "Instrumental Variable Estimation Based on Grouped Data," Econometric Society World Congress 2000 Contributed Papers 1862, Econometric Society.
- Claude Cohen, 1974. "Canonical Angles and Computations in Limited Information Maximum Likelihood Estimation," Discussion Papers 109, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
- Frank Windmeijer, 2019.
"Two-stage least squares as minimum distance,"
The Econometrics Journal, Royal Economic Society, vol. 22(1), pages 1-9.
- Frank Windmeijer, 2017. "Two-Stage Least Squares as Minimum Distance," Bristol Economics Discussion Papers 17/683, School of Economics, University of Bristol, UK, revised 13 Jun 2018.
- Kolesár, Michal, 2018. "Minimum distance approach to inference with many instruments," Journal of Econometrics, Elsevier, vol. 204(1), pages 86-100.
- Bruce E. Hansen, 2018. "Johansen’s Reduced Rank Estimator Is GMM," Econometrics, MDPI, vol. 6(2), pages 1-9, May.
- Jon Faust & Jonathan H. Wright, 2011.
"Efficient Prediction of Excess Returns,"
The Review of Economics and Statistics, MIT Press, vol. 93(2), pages 647-659, May.
- Jon Faust & Jonathan H. Wright, 2008. "Efficient Prediction of Excess Returns," NBER Working Papers 14169, National Bureau of Economic Research, Inc.
- Arthur Goldberger, 1971. "Econometrics and psychometrics: A survey of communalities," Psychometrika, Springer;The Psychometric Society, vol. 36(2), pages 83-107, June.
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