Instrumental variable estimation in the presence of many moment conditions
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DOI: 10.1016/j.jeconom.2011.05.007
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More about this item
Keywords
TSLS; LIML; Shrinkage estimator; Instrumental variables;All these keywords.
JEL classification:
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
- C31 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models
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