Bias Reduction in Instrumental Variable Estimation through First-Stage Shrinkage
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- Gary Chamberlain, 2007. "Decision Theory Applied to an Instrumental Variables Model," Econometrica, Econometric Society, vol. 75(3), pages 609-652, May.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ECM-2017-10-01 (Econometrics)
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