Origins of the limited information maximum likelihood and two-stage least squares estimators
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Econometrics.
Volume (Year): 127 (2005)
Issue (Month): 1 (July)
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Web page: http://www.elsevier.com/locate/jeconom
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- Anderson, T.W. & Kunitomo, Naoto & Matsushita, Yukitoshi, 2010. "On the asymptotic optimality of the LIML estimator with possibly many instruments," Journal of Econometrics, Elsevier, vol. 157(2), pages 191-204, August.
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