A weighted average limited information maximum likelihood estimator
Published 2023 View Full Article
- Home
- Publications
- Publication Search
- Publication Details
Title
A weighted average limited information maximum likelihood estimator
Authors
Keywords
-
Journal
STATISTICAL PAPERS
Volume -, Issue -, Pages -
Publisher
Springer Science and Business Media LLC
Online
2023-10-07
DOI
10.1007/s00362-023-01485-2
References
Ask authors/readers for more resources
Related references
Note: Only part of the references are listed.- Ridge-type shrinkage estimators in generalized linear models with an application to prostate cancer data
- (2019) M. Nooi Asl et al. STATISTICAL PAPERS
- Heterogeneous endogeneity
- (2019) Pallab Ghosh et al. STATISTICAL PAPERS
- Improving the robustness and efficiency of covariate-adjusted linear instrumental variable estimators
- (2018) Stijn Vansteelandt et al. SCANDINAVIAN JOURNAL OF STATISTICS
- Investigating the two parameter analysis of Lipovetsky for simultaneous systems
- (2018) Selma Toker STATISTICAL PAPERS
- GMM nonparametric correction methods for logistic regression with error-contaminated covariates and partially observed instrumental variables
- (2018) Xiao Song et al. SCANDINAVIAN JOURNAL OF STATISTICS
- Performance of some ridge estimators for the gamma regression model
- (2017) Muhammad Amin et al. STATISTICAL PAPERS
- Using invalid instruments on purpose: Focused moment selection and averaging for GMM
- (2016) Francis J. DiTraglia JOURNAL OF ECONOMETRICS
- Efficient shrinkage in parametric models
- (2016) Bruce E. Hansen JOURNAL OF ECONOMETRICS
- Semi-parametric Estimation in a Single-index Model with Endogenous Variables
- (2016) Melanie Birke et al. SCANDINAVIAN JOURNAL OF STATISTICS
- Instrumental variables estimation and inference in the presence of many exogenous regressors
- (2012) Stanislav Anatolyev Econometrics Journal
- Using Heteroscedasticity to Identify and Estimate Mismeasured and Endogenous Regressor Models
- (2012) Arthur Lewbel JOURNAL OF BUSINESS & ECONOMIC STATISTICS
- Constructing Optimal Instruments by First-Stage Prediction Averaging
- (2010) ECONOMETRICA
- Penalized quantile regression for dynamic panel data
- (2010) Antonio F. Galvao et al. JOURNAL OF STATISTICAL PLANNING AND INFERENCE
- Choosing instrumental variables in conditional moment restriction models
- (2009) Stephen G. Donald et al. JOURNAL OF ECONOMETRICS
- On the asymptotic optimality of the LIML estimator with possibly many instruments
- (2009) T.W. Anderson et al. JOURNAL OF ECONOMETRICS
- Estimating a class of triangular simultaneous equations models without exclusion restrictions
- (2009) Roger Klein et al. JOURNAL OF ECONOMETRICS
- The determinants of cumulative endogeneity bias in multivariate analysis
- (2008) David Mayston JOURNAL OF MULTIVARIATE ANALYSIS
Publish scientific posters with Peeref
Peeref publishes scientific posters from all research disciplines. Our Diamond Open Access policy means free access to content and no publication fees for authors.
Learn MoreFind the ideal target journal for your manuscript
Explore over 38,000 international journals covering a vast array of academic fields.
Search