Nothing Special   »   [go: up one dir, main page]
create a website
On the Asymptotic Optimality of the LIML Estimator with Possibly Many Instruments. (2008). Matsushita, Yukitoshi ; Kunitomo, Naoto ; Anderson, T. W..
In: CIRJE F-Series.
RePEc:tky:fseres:2008cf542.

Full description at Econpapers || Download paper

Cited: 26

Citations received by this document

Cites: 16

References cited by this document

Cocites: 28

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Instrumental variable estimation via a continuum of instruments with an application to estimating the elasticity of intertemporal substitution in consumption. (2021). Wang, Xuexin.
    In: Working Papers.
    RePEc:wyi:wpaper:002595.

    Full description at Econpapers || Download paper

  2. The impact of Instagram on Airbnb’s listing prices in the city of Barcelona. (2021). Mate-Sanchez, Mariluz ; Teruel-Gutierrez, Ricardo.
    In: The Annals of Regional Science.
    RePEc:spr:anresc:v:67:y:2021:i:3:d:10.1007_s00168-021-01064-z.

    Full description at Econpapers || Download paper

  3. Weak Instrumental Variables: Limitations of Traditional 2SLS and Exploring Alternative Instrumental Variable Estimators. (2021). Huang, Aiwei ; Malkhasyan, Laura ; Chandra, Madhurima.
    In: Papers.
    RePEc:arx:papers:2104.12370.

    Full description at Econpapers || Download paper

  4. Whatever it takes!: How tonality of TV-news affects government bond yield spreads during crises. (2020). Thomas, Tobias ; Feld, Lars ; Kohler, Ekkehard A ; Hirsch, Patrick.
    In: Freiburg Discussion Papers on Constitutional Economics.
    RePEc:zbw:aluord:2009.

    Full description at Econpapers || Download paper

  5. Second-order refinements for t-ratios with many instruments. (2020). Otsu, Taisuke ; Matsushita, Yukitoshi.
    In: STICERD - Econometrics Paper Series.
    RePEc:cep:stiecm:612.

    Full description at Econpapers || Download paper

  6. Estimation of the Heteroskedastic Canonical Contagion Model with Instrumental Variables. (2016). Hotta, Luiz.
    In: PLOS ONE.
    RePEc:plo:pone00:0168967.

    Full description at Econpapers || Download paper

  7. Bank Diversification and Overall Financial Strength: International Evidence. (2016). Pasiouras, Fotios ; Gaganis, Chrysovalantis ; Doumpos, Michael.
    In: Working Papers.
    RePEc:crt:wpaper:1602.

    Full description at Econpapers || Download paper

  8. Regularized LIML for many instruments. (2015). Tchuente, Guy ; Carrasco, Marine.
    In: Studies in Economics.
    RePEc:ukc:ukcedp:1515.

    Full description at Econpapers || Download paper

  9. Identification and Inference With Many Invalid Instruments. (2015). Imbens, Guido ; Friedman, John ; Chetty, Raj ; Glaeser, Edward ; Kolesr, Michal .
    In: Journal of Business & Economic Statistics.
    RePEc:taf:jnlbes:v:33:y:2015:i:4:p:474-484.

    Full description at Econpapers || Download paper

  10. Identification and Inference With Many Invalid Instruments. (2015). Imbens, Guido ; Friedman, John ; Chetty, Raj ; Glaeser, Edward Ludwig ; Kolesar, Michal.
    In: Scholarly Articles.
    RePEc:hrv:faseco:27769098.

    Full description at Econpapers || Download paper

  11. Social spending and aggregate welfare in developing and transition economies. (2014). Niño-Zarazúa, Miguel ; Gebregziabher, Fiseha ; Nino-Zarazua, Miguel.
    In: WIDER Working Paper Series.
    RePEc:unu:wpaper:wp2014-082.

    Full description at Econpapers || Download paper

  12. Social Spending and Aggregate Welfare in Developing and Transition Economies. (2014). Niño-Zarazúa, Miguel ; Gebregziabher, Fiseha ; Nio-Zarazua, Miguel.
    In: WIDER Working Paper Series.
    RePEc:unu:wpaper:wp-2014-082.

    Full description at Econpapers || Download paper

  13. An analysis of contagion among Asian countries using the canonical model of contagion. (2013). Hotta, Luiz ; Ribeiro, Andre L. P., .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:29:y:2013:i:c:p:62-69.

    Full description at Econpapers || Download paper

  14. Regularized LIML for many instruments. (2013). Tchuente, Guy ; Carrasco, Marine.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2013s-20.

    Full description at Econpapers || Download paper

  15. An optimal modification of the LIML estimation for many instruments and persistent heteroscedasticity. (2012). Kunitomo, Naoto.
    In: Annals of the Institute of Statistical Mathematics.
    RePEc:spr:aistmt:v:64:y:2012:i:5:p:881-910.

    Full description at Econpapers || Download paper

  16. Some properties of the LIML estimator in a dynamic panel structural equation. (2012). Akashi, Kentaro ; Kunitomo, Naoto.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:166:y:2012:i:2:p:167-183.

    Full description at Econpapers || Download paper

  17. Instrumental variables estimation and inference in the presence of many exogenous regressors. (2012). Anatolyev, Stanislav.
    In: Working Papers.
    RePEc:cfr:cefirw:w0162.

    Full description at Econpapers || Download paper

  18. Instrumental variables estimation and inference in the presence of many exogenous regressors. (2012). Anatolyev, Stanislav.
    In: Working Papers.
    RePEc:abo:neswpt:w0162.

    Full description at Econpapers || Download paper

  19. Identification and Inference with Many Invalid Instruments. (2011). Imbens, Guido ; Glaeser, Edward ; Friedman, John ; Chetty, Raj ; Kolesar, Michal.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17519.

    Full description at Econpapers || Download paper

  20. On finite sample properties of alternative estimators of coefficients in a structural equation with many instruments. (2011). Kunitomo, Naoto ; Matsushita, Yukitoshi ; Anderson, T. W..
    In: Journal of Econometrics.
    RePEc:eee:econom:v:165:y:2011:i:1:p:58-69.

    Full description at Econpapers || Download paper

  21. The Limited Information Maximum Likelihood Approach to Dynamic Panel Structural Equations. (2010). Akashi, Kentaro ; Kunitomo, Naoto.
    In: CIRJE F-Series.
    RePEc:tky:fseres:2010cf708.

    Full description at Econpapers || Download paper

  22. Some Properties of the LIML Estimator in a Dynamic Panel Structural Equation. (2010). Akashi, Kentaro ; Kunitomo, Naoto.
    In: CIRJE F-Series.
    RePEc:tky:fseres:2010cf707.

    Full description at Econpapers || Download paper

  23. Asymptotic Expansions and Higher Order Properties of Semi-Parametric Estimators in a System of Simultaneous Equations. (2009). Matsushita, Yukitoshi ; Kunitomo, Naoto.
    In: CIRJE F-Series.
    RePEc:tky:fseres:2009cf611.

    Full description at Econpapers || Download paper

  24. Improving the Rank-Adjusted Anderson-Rubin Test with Many Instruments and Persistent Heteroscedasticity. (2008). Matsushita, Yukitoshi ; Kunitomo, Naoto.
    In: CIRJE F-Series.
    RePEc:tky:fseres:2008cf588.

    Full description at Econpapers || Download paper

  25. On Finite Sample Properties of Alternative Estimators of Coefficients in a Structural Equation with Many Instruments. (2008). Matsushita, Yukitoshi ; Kunitomo, Naoto ; Anderson, T. W..
    In: CIRJE F-Series.
    RePEc:tky:fseres:2008cf577.

    Full description at Econpapers || Download paper

  26. An Optimal Modification of the LIML Estimation for Many Instruments and Persistent Heteroscedasticity. (2008). Kunitomo, Naoto.
    In: CIRJE F-Series.
    RePEc:tky:fseres:2008cf576.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Anderson, T.W. (1976), “Estimation of Linear Functional Relationships : Approximate Distributions and Connections to Simultaneous Equations in Econometrics, ” Journal of the Royal Statistical Society, B, Vol. 38, 1-36.
    Paper not yet in RePEc: Add citation now
  2. Anderson, T.W. (2003), An Introduction to Multivariate Statistical Analysis, John-Wiley, 3rd Edition.
    Paper not yet in RePEc: Add citation now

  3. Anderson, T.W. (2005), “Origins of the Limited Information Maximum Likelihood and Two-Stage Least Squares Estimators,” Journal of Econometrics, Vol. 127, 1-16.

  4. Anderson, T.W. and H. Rubin (1949), “Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations,” Annals of Mathematical Statistics, Vol. 20, 46-63.
    Paper not yet in RePEc: Add citation now

  5. Anderson, T.W. and N. Kunitomo (1992), “Asymptotic Distributions of Regression and Autoregression Coefficients with Martingale Difference Disturbances,” Journal of Multivariate Analysis, Vol. 40, 221-243.

  6. Anderson, T.W., N. Kunitomo, and Y. Matsushita (2005), ”A New Light from Old Wisdoms : Alternative Estimation Methods of Simultaneous Equations with Possibly Many Instruments,” Discussion Paper CIRJE-F-321, Graduate School of Economics, University of Tokyo.

  7. Bekker, P.A. (1994), “Alternative Approximations to the Distributions of Instrumental Variables Estimators,” Econometrica, Vol. 63, 657-681.

  8. Bound, J., D.A. Jaeger, and R.M. Baker (1995), “Problems with Instrumental Variables Estimation when the Correlation between the Instruments and the Endogenous Explanatory Variables is Weak,” Journal of the American Statistical Association, Vol. 90, 443-450.
    Paper not yet in RePEc: Add citation now

  9. Chao, J. and N. Swanson (2005), “Consistent Estimation with a Large Number of Weak Instruments,” Econometrica, Vol. 73, 1673-1692.

  10. Fuller, W. (1977), “Some Properties of a Modification of the Limited Information Estimator,” Econometrica, Vol. 45, 939-953.
    Paper not yet in RePEc: Add citation now
  11. Hayashi, F. (2000) Econometrics, Princeton University Press.
    Paper not yet in RePEc: Add citation now
  12. Kunitomo, N. (1980), “Asymptotic Expansions of Distributions of Estimators in a Linear Functional Relationship and Simultaneous Equations,” Journal of the American Statistical Association, Vol.75, 693-700.
    Paper not yet in RePEc: Add citation now
  13. Kunitomo, N. (1987), “A Third Order Optimum Property of the ML Estimator in a Linear Functional Relationship Model and Simultaneous Equation System in Econometrics,” Annals of the Institute of Statistical Mathematics, Vol.39, 575-591.
    Paper not yet in RePEc: Add citation now
  14. Kunitomo,N. (1982), “Asymptotic Efficiency and Higher Order Efficiency of the Limited Information Maximum Likelihood Estimator in Large Economertric Models,” Technical Report No. 365, Institute for Mathematical Studies in the Social Sciences, Stanford University.
    Paper not yet in RePEc: Add citation now

  15. Matsushita, Y. (2006), “t-Tests in a Structural Equation with Many Instruments, ” Discussion Paper CIRJE-F-399, Graduate School of Economics, University of Tokyo.

  16. Morimune, K. (1983), “Approximate Distribiutions of k-class Estimators When the Degree of Overidentification is Large Compared With Sample Size,” Econometrica, Vol.51-3, 821-841.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Instrumental Variable Estimation with Many Instruments Using Elastic-Net IV. (2023). Skolkova, Alena.
    In: CERGE-EI Working Papers.
    RePEc:cer:papers:wp759.

    Full description at Econpapers || Download paper

  2. Feature Screening in High Dimensional Regression with Endogenous Covariates. (2022). Lin, LU ; Hu, Qinqin.
    In: Computational Economics.
    RePEc:kap:compec:v:60:y:2022:i:3:d:10.1007_s10614-021-10174-x.

    Full description at Econpapers || Download paper

  3. Fast, Robust Inference for Linear Instrumental Variables Models using Self-Normalized Moments. (2022). Rose, Christiern ; Gautier, Eric.
    In: Papers.
    RePEc:arx:papers:2211.02249.

    Full description at Econpapers || Download paper

  4. .

    Full description at Econpapers || Download paper

  5. Environmental Kuznets Curve and the Pollution-Halo/Haven Hypotheses: An Investigation in Brazilian Municipalities. (2021). de Castro, Flavia ; Ferraz, Diogo ; Polloni-Silva, Eduardo ; Moralles, Herick Fernando ; Do, Daisy Aparecida.
    In: Sustainability.
    RePEc:gam:jsusta:v:13:y:2021:i:8:p:4114-:d:531594.

    Full description at Econpapers || Download paper

  6. Double learning or double blinding: an investigation of vendor private information acquisition and consumer learning via online reviews. (2018). Liu, Ling ; Loong, Alain Yee ; Dow, Kevin E ; Hu, Nan.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:270:y:2018:i:1:d:10.1007_s10479-016-2243-z.

    Full description at Econpapers || Download paper

  7. A New Kind of Two-Stage Least Squares Based on Shapley Value Regression. (2017). Mishra, Sudhanshu.
    In: MPRA Paper.
    RePEc:pra:mprapa:83534.

    Full description at Econpapers || Download paper

  8. Alternative Graphical Representations of the Confidence Intervals for the Structural Coefficient from Exactly Identified Two-Stage Least Squares.. (2017). Lye, Jeanette ; Hirschberg, Joseph.
    In: Department of Economics - Working Papers Series.
    RePEc:mlb:wpaper:2026.

    Full description at Econpapers || Download paper

  9. Identification, Instruments, Omitted Variables, and Rudimentary Models: Fallacies in the ‘Experimental Approach’ to Econometrics. (2017). Biorn, Erik.
    In: Memorandum.
    RePEc:hhs:osloec:2017_013.

    Full description at Econpapers || Download paper

  10. Financial Constraints, Innovation Performance and Sectoral Disaggregation. (2016). Vahter, Priit ; Efthyvoulou, Georgios.
    In: Manchester School.
    RePEc:bla:manchs:v:84:y:2016:i:2:p:125-158.

    Full description at Econpapers || Download paper

  11. What Drives India’s Rice Stocks? Empirical Evidence. (2016). Kalkuhl, Matthias ; Brockhaus, Jan ; Kozicka, Marta.
    In: 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts.
    RePEc:ags:aaea16:235659.

    Full description at Econpapers || Download paper

  12. Estimating import supply and demand elasticities: Analysis and implications. (2015). Soderbery, Anson.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:96:y:2015:i:1:p:1-17.

    Full description at Econpapers || Download paper

  13. Jackknife instrumental variable estimation with heteroskedasticity. (2015). Crudu, Federico ; Bekker, Paul A..
    In: Journal of Econometrics.
    RePEc:eee:econom:v:185:y:2015:i:2:p:332-342.

    Full description at Econpapers || Download paper

  14. Panel data models with multiple time-varying individual effects. (2013). Lee, Young Hoon ; Ahn, Seung ; Schmidt, Peter.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:174:y:2013:i:1:p:1-14.

    Full description at Econpapers || Download paper

  15. Foreign direct investment and regional inequality: A panel data analysis. (2013). Lessmann, Christian.
    In: China Economic Review.
    RePEc:eee:chieco:v:24:y:2013:i:c:p:129-149.

    Full description at Econpapers || Download paper

  16. Financial Constraints, Innovation Performance and Sectoral Disaggregation. (2012). Vahter, Priit ; Efthyvoulou, Georgios.
    In: Working Papers.
    RePEc:shf:wpaper:2012030.

    Full description at Econpapers || Download paper

  17. Econometric notes. (2012). Calzolari, Giorgio.
    In: MPRA Paper.
    RePEc:pra:mprapa:71440.

    Full description at Econpapers || Download paper

  18. Econometric notes. (2012). Calzolari, Giorgio.
    In: MPRA Paper.
    RePEc:pra:mprapa:36765.

    Full description at Econpapers || Download paper

  19. Foreign Direct Investment and Regional Inequality: A Panel Data Analysis. (2012). Lessmann, Christian.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4037.

    Full description at Econpapers || Download paper

  20. Demanding Customers: Consumerist Patients and Quality of Care. (2011). Zeckhauser, Richard ; Rizzo, John ; Fang, Hai ; Miller, Nolan H..
    In: The B.E. Journal of Economic Analysis & Policy.
    RePEc:bpj:bejeap:v:11:y:2011:i:1:n:59.

    Full description at Econpapers || Download paper

  21. On the asymptotic optimality of the LIML estimator with possibly many instruments. (2010). Kunitomo, Naoto ; Matsushita, Yukitoshi ; Anderson, T. W..
    In: Journal of Econometrics.
    RePEc:eee:econom:v:157:y:2010:i:2:p:191-204.

    Full description at Econpapers || Download paper

  22. On the Sensitivity of Return to Schooling Estimates to Estimation Methods, Model Specification, and Influential Outliers If Identification Is Weak. (2009). Jaeger, David ; Parys, Juliane.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp3961.

    Full description at Econpapers || Download paper

  23. On the Asymptotic Optimality of the LIML Estimator with Possibly Many Instruments. (2008). Matsushita, Yukitoshi ; Kunitomo, Naoto ; Anderson, T. W..
    In: CIRJE F-Series.
    RePEc:tky:fseres:2008cf542.

    Full description at Econpapers || Download paper

  24. Demanding Customers: Consumerist Patients and Quality of Care. (2008). Zeckhauser, Richard ; Rizzo, John ; Fang, Hai ; Miller, Nolan H..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14350.

    Full description at Econpapers || Download paper

  25. Demanding Customers: Consumerist Patients and Quality of Care. (2008). Zeckhauser, Richard ; Rizzo, John ; Fang, Hai ; Miller, Nolan .
    In: Working Paper Series.
    RePEc:ecl:harjfk:rwp08-042.

    Full description at Econpapers || Download paper

  26. Estimation of structural econometric equations (in Russian). (2007). Pollock, David.
    In: Quantile.
    RePEc:qnt:quantl:y:2007:i:2:p:49-59.

    Full description at Econpapers || Download paper

  27. Reduced rank regression for blocks of simultaneous equations. (2006). Anderson, T. W..
    In: Journal of Econometrics.
    RePEc:eee:econom:v:135:y:2006:i:1-2:p:55-76.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-11-28 21:46:16 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.