Parsimonious estimation with many instruments
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- M. E. Bontempi & I. Mammi, 2012.
"A strategy to reduce the count of moment conditions in panel data GMM,"
wp843, Dipartimento Scienze Economiche, Universita' di Bologna.
- Bontempi, Maria Elena & Mammi, Irene, 2012. "A strategy to reduce the count of moment conditions in panel data GMM," MPRA Paper 40720, University Library of Munich, Germany.
- M. E. Bontempi & I. Mammi, 2014. "pca2: implementing a strategy to reduce the instrument count in panel GMM," Working Papers wp960, Dipartimento Scienze Economiche, Universita' di Bologna.
- Travaglini, Guido, 2010. "Supervised Principal Components and Factor Instrumental Variables. An Application to Violent CrimeTrends in the US, 1982-2005," MPRA Paper 22077, University Library of Munich, Germany.
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KeywordsRegression analysis ; Statistical methods ; Econometrics;
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