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Origins of the limited information maximum likelihood and two-stage least squares estimators

Citations

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Cited by:

  1. Lessmann, Christian, 2013. "Foreign direct investment and regional inequality: A panel data analysis," China Economic Review, Elsevier, vol. 24(C), pages 129-149.
  2. Eric Gautier & Christiern Rose, 2022. "Fast, Robust Inference for Linear Instrumental Variables Models using Self-Normalized Moments," Papers 2211.02249, arXiv.org, revised Nov 2022.
  3. T. W. Anderson & Naoto Kunitomo & Yukitoshi Matsushita, 2008. "On the Asymptotic Optimality of the LIML Estimator with Possibly Many Instruments," CIRJE F-Series CIRJE-F-542, CIRJE, Faculty of Economics, University of Tokyo.
  4. Liu, Bing & Yin, Weijun & Chen, Gang & Yao, Jing, 2023. "The threshold effect of climate risk and the non-linear role of climate policy uncertainty on insurance demand: Evidence from OECD countries," Finance Research Letters, Elsevier, vol. 55(PA).
  5. 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.
  6. Bekker, Paul A. & Crudu, Federico, 2015. "Jackknife instrumental variable estimation with heteroskedasticity," Journal of Econometrics, Elsevier, vol. 185(2), pages 332-342.
  7. Biørn, Erik, 2017. "Identification, Instruments, Omitted Variables, and Rudimentary Models: Fallacies in the ‘Experimental Approach’ to Econometrics," Memorandum 13/2017, Oslo University, Department of Economics.
  8. Georgios Efthyvoulou & Priit Vahter, 2016. "Financial Constraints, Innovation Performance and Sectoral Disaggregation," Manchester School, University of Manchester, vol. 84(2), pages 125-158, March.
  9. Calzolari, Giorgio, 2012. "Econometric notes," MPRA Paper 71440, University Library of Munich, Germany.
  10. Brockhaus, Jan & Kalkuhl, Matthias & Kozicka, Marta, "undated". "What Drives India’s Rice Stocks? Empirical Evidence," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235659, Agricultural and Applied Economics Association.
  11. Nan Hu & Kevin E. Dow & Alain Yee Loong Chong & Ling Liu, 2018. "Double learning or double blinding: an investigation of vendor private information acquisition and consumer learning via online reviews," Annals of Operations Research, Springer, vol. 270(1), pages 213-234, November.
  12. Fatemeh Bahador & Ayyub Sheikhi & Alireza Arabpour, 2024. "A two-stage Bridge estimator for regression models with endogeneity based on control function method," Computational Statistics, Springer, vol. 39(3), pages 1351-1370, May.
  13. Joe Hirschberg & Jenny Lye, 2017. "Alternative Graphical Representations of the Confidence Intervals for the Structural Coefficient from Exactly Identified Two-Stage Least Squares," Department of Economics - Working Papers Series 2026, The University of Melbourne.
  14. Eduardo Polloni-Silva & Diogo Ferraz & Flávia de Castro Camioto & Daisy Aparecida do Nascimento Rebelatto & Herick Fernando Moralles, 2021. "Environmental Kuznets Curve and the Pollution-Halo/Haven Hypotheses: An Investigation in Brazilian Municipalities," Sustainability, MDPI, vol. 13(8), pages 1-19, April.
  15. Mishra, SK, 2017. "A New Kind of Two-Stage Least Squares Based on Shapley Value Regression," MPRA Paper 83534, University Library of Munich, Germany.
  16. Janaka S. S. Liyanage & Jeremie H. Estepp & Kumar Srivastava & Sara R. Rashkin & Vivien A. Sheehan & Jane S. Hankins & Clifford M. Takemoto & Yun Li & Yuehua Cui & Motomi Mori & Stephen Burgess & Mich, 2022. "A Versatile and Efficient Novel Approach for Mendelian Randomization Analysis with Application to Assess the Causal Effect of Fetal Hemoglobin on Anemia in Sickle Cell Anemia," Mathematics, MDPI, vol. 10(20), pages 1-22, October.
  17. Dong, C. & Gao, J. & Linton, O. B. & Peng, B., 2026. "Identification, Estimation and Inference Based on Structural Error Projection," Cambridge Working Papers in Economics 2653, Faculty of Economics, University of Cambridge.
  18. Alena Skolkova, 2023. "Instrumental Variable Estimation with Many Instruments Using Elastic-Net IV," CERGE-EI Working Papers wp759, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
  19. Qinqin Hu & Lu Lin, 2022. "Feature Screening in High Dimensional Regression with Endogenous Covariates," Computational Economics, Springer;Society for Computational Economics, vol. 60(3), pages 949-969, October.
  20. Zikai Shen & Nathan Kallus & Dimitri Meunier & Houssam Zenati & Arthur Gretton & Aur'elien Bibaut, 2026. "Nonparametric Instrumental Variable Analysis Without Structural Equations: Debiased Inference on Functionals of Inverse Problems with No Solutions," Papers 2604.24660, arXiv.org, revised May 2026.
  21. Ahn, Seung C. & Lee, Young H. & Schmidt, Peter, 2013. "Panel data models with multiple time-varying individual effects," Journal of Econometrics, Elsevier, vol. 174(1), pages 1-14.
  22. Stephen Pollock, 2007. "Estimation of structural econometric equations (in Russian)," Quantile, Quantile, issue 2, pages 49-59, March.
  23. Anderson, T.W., 2006. "Reduced rank regression for blocks of simultaneous equations," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 55-76.
  24. Fang Hai & Miller Nolan H. & Rizzo John & Zeckhauser Richard, 2011. "Demanding Customers: Consumerist Patients and Quality of Care," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 11(1), pages 1-51, September.
  25. Soderbery, Anson, 2015. "Estimating import supply and demand elasticities: Analysis and implications," Journal of International Economics, Elsevier, vol. 96(1), pages 1-17.
  26. Jaeger, David A. & Parys, Juliane, 2009. "On the Sensitivity of Return to Schooling Estimates to Estimation Methods, Model Specification, and Influential Outliers If Identification Is Weak," IZA Discussion Papers 3961, IZA Network @ LISER.
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